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 1 1 1 94 2 3 18 121
Backtesting Systemic Risk Measures During Historical Bank Runs 0 0 0 63 0 0 11 93
Comparison of Volatility Measures: a Risk Management Perspective 0 0 0 0 2 8 16 31
Comparison of Volatility Measures: a Risk Management Perspective 0 0 1 364 1 2 24 1,033
Concentration Inequalities for Suprema of Empirical Processes with Dependent Data via Generic Chaining with Applications to Statistical Learning 0 0 12 12 0 6 19 19
Credit risk interconnectedness: What does the market really know? 0 0 1 89 0 2 23 283
Detecting Granular Time Series in Large Panels 0 0 0 84 1 8 17 112
Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures 0 0 0 72 4 9 20 153
Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets 0 0 0 58 1 4 11 181
Financial Econometric Analysis at Ultra–High Frequency: Data Handling Concerns 1 2 3 551 3 23 50 1,210
Flexible Time Series Forecasting Using Shrinkage Techniques and Focused Selection Criteria 0 0 0 124 0 5 10 375
Forecasting Intra-daily Volume in Large Panels of Assets 0 0 0 0 1 5 21 23
Forecasting intra-daily volume in large panels of assets 0 0 0 0 0 0 12 23
Impulse Response Estimation By Smooth Local Projections 1 1 4 135 3 10 34 308
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 1 4 211 2 7 23 497
Multiplicative Error Models 1 1 3 743 2 12 25 2,396
Nets: Network Estimation for Time Series 0 0 1 579 0 7 17 1,315
Nets: Network estimation for time series 0 0 0 83 0 4 14 223
Nets: network estimation for time series 0 1 1 38 0 4 15 105
Non-Standard Errors 0 1 1 17 1 9 25 67
Non-Standard Errors 0 0 0 44 5 11 43 481
Non-Standard Errors 0 0 0 8 1 5 17 50
Non-Standard Errors 0 0 0 27 0 5 21 168
Non-Standard Errors 0 0 0 19 1 9 34 59
Non-standard errors 0 0 0 33 1 4 14 73
Nonstandard Errors 0 0 0 0 1 4 20 20
Nonstandard Errors 0 0 1 4 1 5 24 44
Nonstandard Errors 0 0 0 0 3 12 35 35
Nonstandard errors 0 0 1 12 0 8 34 79
Performance of Empirical Risk Minimization For Principal Component Regression 0 0 0 2 1 5 11 18
Performance of Empirical Risk Minimization for Linear Regression with Dependent Data 0 0 0 23 0 2 4 37
SRISK: a conditional capital shortfall measure of systemic risk 1 6 36 472 7 30 144 1,625
Unit Averaging for Heterogeneous Panels 0 0 0 20 0 3 26 38
Volatility Forecasting Using Explanatory Variables and Focused Selection Criteria 0 0 0 201 1 4 10 401
Total Working Papers 5 14 70 4,182 45 235 842 11,696
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 1 1 1 9 1 3 4 44
A practical guide to volatility forecasting through calm and storm 1 3 3 7 3 10 20 38
Back to the future: Backtesting systemic risk measures during historical bank runs and the great depression 1 1 6 33 3 8 25 168
Backtesting global Growth-at-Risk 0 1 2 91 1 12 24 232
Bank credit risk networks: Evidence from the Eurozone 0 1 1 32 1 9 21 104
Community Detection in Partial Correlation Network Models 0 0 0 7 0 0 4 26
Comparison of Volatility Measures: a Risk Management Perspective 0 0 0 122 0 5 14 405
Corporate hedging and the variance of stock returns 0 0 4 12 0 1 23 49
Credit risk interconnectedness: What does the market really know? 0 0 0 30 2 5 19 161
Detecting granular time series in large panels 0 0 0 10 2 7 82 111
Detecting groups in large vector autoregressions 0 0 0 15 0 2 13 64
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures 0 0 0 18 0 2 12 135
EVALUATING THE ACCURACY OF TAIL RISK FORECASTS FOR SYSTEMIC RISK MEASUREMENT 0 0 1 29 1 5 14 102
Empirical risk minimization for time series: Nonparametric performance bounds for prediction 0 1 1 1 1 4 17 18
Financial econometric analysis at ultra-high frequency: Data handling concerns 1 4 9 348 6 33 71 868
Hierarchical GARCH 0 0 1 11 0 2 14 75
Impulse Response Estimation by Smooth Local Projections 3 12 42 314 9 40 153 1,039
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 1 2 160 3 6 18 423
NETS: Network estimation for time series 0 1 6 58 0 8 34 232
Nonstandard Errors 0 2 7 44 0 9 53 176
On Variable Selection for Volatility Forecasting: The Role of Focused Selection Criteria 0 0 0 38 0 2 6 102
On the estimation of integrated volatility in the presence of jumps and microstructure noise 1 1 1 4 1 1 7 23
PERFORMANCE OF EMPIRICAL RISK MINIMIZATION FOR LINEAR REGRESSION WITH DEPENDENT DATA 0 0 1 1 1 3 7 7
Projected Dynamic Conditional Correlations 0 0 0 4 0 1 5 15
Realized networks 0 0 0 18 1 8 18 103
SRISK: A Conditional Capital Shortfall Measure of Systemic Risk 2 3 13 323 11 24 94 1,424
Shrinkage estimation of semiparametric multiplicative error models 0 0 0 9 1 5 12 61
Shrinkage estimation of semiparametric multiplicative error models 0 0 0 24 0 5 7 138
Total Journal Articles 10 32 101 1,772 48 220 791 6,343

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
MEASURING SYSTEMIC RISK 0 0 4 84 3 7 31 284
Total Chapters 0 0 4 84 3 7 31 284

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-06-04