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 5 10 15 117
Backtesting Systemic Risk Measures During Historical Bank Runs 0 0 0 63 0 3 7 89
Comparison of Volatility Measures: a Risk Management Perspective 0 0 0 0 3 6 8 23
Comparison of Volatility Measures: a Risk Management Perspective 0 0 1 364 13 18 21 1,029
Concentration Inequalities for Suprema of Empirical Processes with Dependent Data via Generic Chaining with Applications to Statistical Learning 0 12 12 12 5 11 11 11
Credit risk interconnectedness: What does the market really know? 0 0 1 89 3 14 23 280
Detecting Granular Time Series in Large Panels 0 0 0 84 4 6 12 104
Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures 0 0 0 72 5 8 12 144
Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets 0 0 0 58 2 5 6 176
Financial Econometric Analysis at Ultra–High Frequency: Data Handling Concerns 1 1 2 549 7 15 23 1,180
Flexible Time Series Forecasting Using Shrinkage Techniques and Focused Selection Criteria 0 0 0 124 2 3 6 369
Forecasting Intra-daily Volume in Large Panels of Assets 0 0 0 0 2 6 17 17
Forecasting intra-daily volume in large panels of assets 0 0 0 0 2 5 18 22
Impulse Response Estimation By Smooth Local Projections 1 1 2 133 8 14 28 296
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 1 2 208 1 6 14 484
Multiplicative Error Models 0 0 1 741 4 4 14 2,381
Nets: Network Estimation for Time Series 0 1 1 579 2 6 13 1,305
Nets: Network estimation for time series 0 0 0 83 5 9 11 219
Nets: network estimation for time series 0 0 1 37 3 9 12 99
Non-Standard Errors 0 0 0 19 14 17 19 43
Non-Standard Errors 0 0 2 44 8 20 40 466
Non-Standard Errors 0 0 0 27 2 8 24 163
Non-Standard Errors 0 0 0 16 7 12 18 56
Non-Standard Errors 0 0 0 8 7 9 13 45
Non-standard errors 0 0 0 33 2 5 10 67
Nonstandard Errors 0 1 2 4 5 11 24 38
Nonstandard Errors 0 0 0 0 1 9 23 23
Nonstandard Errors 0 0 0 0 1 7 15 15
Nonstandard errors 0 0 1 12 6 12 30 69
Performance of Empirical Risk Minimization For Principal Component Regression 0 0 0 2 4 5 7 13
Performance of Empirical Risk Minimization for Linear Regression with Dependent Data 0 0 1 23 0 2 4 35
SRISK: a conditional capital shortfall measure of systemic risk 4 12 34 464 11 51 157 1,587
Unit Averaging for Heterogeneous Panels 0 0 0 20 12 16 20 31
Volatility Forecasting Using Explanatory Variables and Focused Selection Criteria 0 0 0 201 4 6 6 397
Total Working Papers 6 29 63 4,162 160 348 681 11,393
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 1 1 1 41
A practical guide to volatility forecasting through calm and storm 0 0 4 4 4 8 22 26
Back to the future: Backtesting systemic risk measures during historical bank runs and the great depression 0 1 5 32 1 6 16 158
Backtesting global Growth-at-Risk 0 1 7 90 2 9 23 219
Bank credit risk networks: Evidence from the Eurozone 0 0 2 31 8 11 15 95
Community Detection in Partial Correlation Network Models 0 0 3 7 1 1 5 24
Comparison of Volatility Measures: a Risk Management Perspective 0 0 1 122 2 3 9 397
Corporate hedging and the variance of stock returns 0 1 4 12 8 12 21 46
Credit risk interconnectedness: What does the market really know? 0 0 0 30 7 12 18 156
Detecting granular time series in large panels 0 0 0 10 0 3 76 104
Detecting groups in large vector autoregressions 0 0 0 15 3 8 12 62
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures 0 0 0 18 3 9 10 133
EVALUATING THE ACCURACY OF TAIL RISK FORECASTS FOR SYSTEMIC RISK MEASUREMENT 0 0 1 29 5 7 8 96
Empirical risk minimization for time series: Nonparametric performance bounds for prediction 0 0 0 0 2 8 12 12
Financial econometric analysis at ultra-high frequency: Data handling concerns 1 1 3 342 17 20 39 832
Hierarchical GARCH 0 0 1 11 5 8 13 73
Impulse Response Estimation by Smooth Local Projections 3 8 33 292 9 38 138 977
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 0 3 159 2 4 14 416
NETS: Network estimation for time series 0 3 9 57 4 12 31 223
Nonstandard Errors 0 1 13 42 5 13 63 161
On Variable Selection for Volatility Forecasting: The Role of Focused Selection Criteria 0 0 1 38 3 3 4 99
On the estimation of integrated volatility in the presence of jumps and microstructure noise 0 0 2 3 4 5 8 21
PERFORMANCE OF EMPIRICAL RISK MINIMIZATION FOR LINEAR REGRESSION WITH DEPENDENT DATA 0 0 0 0 2 3 3 3
Projected Dynamic Conditional Correlations 0 0 1 4 2 4 5 14
Realized networks 0 0 0 18 4 6 11 94
SRISK: A Conditional Capital Shortfall Measure of Systemic Risk 1 2 15 320 12 25 84 1,395
Shrinkage estimation of semiparametric multiplicative error models 0 0 0 9 2 4 7 56
Shrinkage estimation of semiparametric multiplicative error models 0 0 0 24 1 2 2 133
Total Journal Articles 5 18 108 1,727 119 245 670 6,066

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
MEASURING SYSTEMIC RISK 0 0 5 83 4 10 26 275
Total Chapters 0 0 5 83 4 10 26 275

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Statistics updated 2026-02-12