Access Statistics for Christian T. Brownlees

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Back to the Future: Backtesting Systemic Risk Measures during Historical Bank Runs and the Great Depression 0 0 0 93 1 2 4 106
Backtesting Systemic Risk Measures During Historical Bank Runs 0 0 0 63 1 4 4 86
Comparison of Volatility Measures: a Risk Management Perspective 0 0 0 0 0 0 3 17
Comparison of Volatility Measures: a Risk Management Perspective 0 1 1 364 0 1 3 1,011
Credit risk interconnectedness: What does the market really know? 0 1 1 89 0 1 4 261
Detecting Granular Time Series in Large Panels 0 0 0 84 0 1 5 97
Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures 0 0 0 72 0 1 2 134
Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets 0 0 0 58 0 0 1 170
Financial Econometric Analysis at Ultra–High Frequency: Data Handling Concerns 0 0 1 548 0 3 9 1,163
Flexible Time Series Forecasting Using Shrinkage Techniques and Focused Selection Criteria 0 0 0 124 0 0 2 365
Forecasting Intra-daily Volume in Large Panels of Assets 0 0 0 0 3 4 7 7
Forecasting intra-daily volume in large panels of assets 0 0 0 0 2 5 16 16
Impulse Response Estimation By Smooth Local Projections 0 0 1 131 1 3 19 278
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 0 4 207 1 4 14 478
Multiplicative Error Models 0 1 1 741 1 2 7 2,373
Nets: Network Estimation for Time Series 0 0 1 578 0 1 8 1,299
Nets: Network estimation for time series 0 0 0 83 0 0 3 209
Nets: network estimation for time series 0 0 1 37 0 0 3 90
Non-Standard Errors 0 0 1 27 2 4 30 154
Non-Standard Errors 0 0 0 8 0 0 2 34
Non-Standard Errors 0 0 0 16 1 2 7 44
Non-Standard Errors 0 0 1 19 0 0 3 26
Non-Standard Errors 0 0 2 44 2 6 34 446
Non-standard errors 0 0 0 33 0 0 3 60
Nonstandard Errors 0 0 3 3 3 3 23 23
Nonstandard Errors 0 0 0 0 5 6 11 11
Nonstandard Errors 0 0 0 0 1 1 3 3
Nonstandard errors 1 1 2 12 4 9 28 56
Performance of Empirical Risk Minimization For Principal Component Regression 0 0 2 2 0 1 8 8
Performance of Empirical Risk Minimization for Linear Regression with Dependent Data 0 0 2 23 0 0 5 33
SRISK: a conditional capital shortfall measure of systemic risk 5 8 24 447 18 35 132 1,523
Unit Averaging for Heterogeneous Panels 0 0 0 20 1 1 6 15
Volatility Forecasting Using Explanatory Variables and Focused Selection Criteria 0 0 0 201 0 0 1 391
Total Working Papers 6 12 48 4,127 47 100 410 10,987
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian approach for capturing daily heterogeneity in intra-daily durations time series 0 0 0 8 0 0 0 40
A practical guide to volatility forecasting through calm and storm 0 0 4 4 0 0 18 18
Back to the future: Backtesting systemic risk measures during historical bank runs and the great depression 0 0 2 29 1 2 8 149
Backtesting global Growth-at-Risk 0 0 8 89 0 2 23 210
Bank credit risk networks: Evidence from the Eurozone 0 0 3 31 0 1 7 84
Community Detection in Partial Correlation Network Models 0 0 3 7 1 1 4 23
Comparison of Volatility Measures: a Risk Management Perspective 0 0 4 122 1 1 10 393
Corporate hedging and the variance of stock returns 0 2 3 11 1 5 10 33
Credit risk interconnectedness: What does the market really know? 0 0 0 30 0 0 5 142
Detecting granular time series in large panels 0 0 1 10 61 61 65 90
Detecting groups in large vector autoregressions 0 0 0 15 0 1 5 52
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures 0 0 0 18 0 0 3 124
EVALUATING THE ACCURACY OF TAIL RISK FORECASTS FOR SYSTEMIC RISK MEASUREMENT 0 1 2 29 0 1 2 89
Empirical risk minimization for time series: Nonparametric performance bounds for prediction 0 0 0 0 1 1 2 2
Financial econometric analysis at ultra-high frequency: Data handling concerns 0 2 4 341 1 7 17 805
Hierarchical GARCH 0 1 2 11 0 3 7 65
Impulse Response Estimation by Smooth Local Projections 2 5 39 280 9 29 141 926
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 1 8 159 0 5 18 411
NETS: Network estimation for time series 0 1 6 54 1 5 13 204
Nonstandard Errors 1 1 23 39 4 11 88 138
On Variable Selection for Volatility Forecasting: The Role of Focused Selection Criteria 0 0 1 38 0 0 1 96
On the estimation of integrated volatility in the presence of jumps and microstructure noise 0 0 2 3 0 0 5 16
Projected Dynamic Conditional Correlations 0 0 1 4 0 0 2 10
Realized networks 0 0 0 18 1 3 7 88
SRISK: A Conditional Capital Shortfall Measure of Systemic Risk 1 3 15 316 8 22 81 1,360
Shrinkage estimation of semiparametric multiplicative error models 0 0 0 9 0 3 3 52
Shrinkage estimation of semiparametric multiplicative error models 0 0 0 24 0 0 2 131
Total Journal Articles 4 17 131 1,699 90 164 547 5,751

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
MEASURING SYSTEMIC RISK 0 0 3 81 2 6 13 260
Total Chapters 0 0 3 81 2 6 13 260

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Statistics updated 2025-10-06