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 1 1 94 1 4 18 122
Backtesting Systemic Risk Measures During Historical Bank Runs 0 0 0 63 2 2 13 95
Comparison of Volatility Measures: a Risk Management Perspective 0 0 1 364 0 2 23 1,033
Comparison of Volatility Measures: a Risk Management Perspective 0 0 0 0 0 8 14 31
Concentration Inequalities for Suprema of Empirical Processes with Dependent Data via Generic Chaining with Applications to Statistical Learning 0 0 12 12 1 5 20 20
Credit risk interconnectedness: What does the market really know? 0 0 1 89 1 3 24 284
Detecting Granular Time Series in Large Panels 0 0 0 84 0 5 16 112
Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures 0 0 0 72 2 11 22 155
Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets 0 0 0 58 0 2 11 181
Financial Econometric Analysis at Ultra–High Frequency: Data Handling Concerns 1 2 4 552 8 21 58 1,218
Flexible Time Series Forecasting Using Shrinkage Techniques and Focused Selection Criteria 0 0 0 124 0 4 10 375
Forecasting Intra-daily Volume in Large Panels of Assets 0 0 0 0 0 5 20 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 2 5 136 2 9 35 310
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 1 1 5 212 2 7 25 499
Multiplicative Error Models 1 2 4 744 1 11 26 2,397
Nets: Network Estimation for Time Series 0 0 1 579 1 5 18 1,316
Nets: Network estimation for time series 1 1 1 84 1 2 15 224
Nets: network estimation for time series 1 1 2 39 4 6 19 109
Non-Standard Errors 0 0 0 27 3 5 21 171
Non-Standard Errors 0 0 1 17 0 6 25 67
Non-Standard Errors 0 0 0 8 1 5 17 51
Non-Standard Errors 0 0 0 44 2 12 43 483
Non-Standard Errors 0 0 0 19 0 5 33 59
Non-standard errors 0 0 0 33 1 5 14 74
Nonstandard Errors 0 0 0 0 1 5 19 21
Nonstandard Errors 0 0 0 0 0 7 30 35
Nonstandard Errors 0 0 1 4 1 4 25 45
Nonstandard errors 0 0 1 12 2 5 34 81
Performance of Empirical Risk Minimization For Principal Component Regression 0 0 0 2 1 6 12 19
Performance of Empirical Risk Minimization for Linear Regression with Dependent Data 0 0 0 23 1 2 5 38
SRISK: a conditional capital shortfall measure of systemic risk 4 8 37 476 12 30 149 1,637
Unit Averaging for Heterogeneous Panels 0 0 0 20 0 2 24 38
Volatility Forecasting Using Explanatory Variables and Focused Selection Criteria 0 0 0 201 0 4 10 401
Total Working Papers 10 18 77 4,192 51 215 860 11,747
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 1 1 9 0 3 4 44
A practical guide to volatility forecasting through calm and storm 0 3 3 7 0 8 20 38
Back to the future: Backtesting systemic risk measures during historical bank runs and the great depression 0 1 4 33 3 8 24 171
Backtesting global Growth-at-Risk 0 1 2 91 0 8 24 232
Bank credit risk networks: Evidence from the Eurozone 0 1 1 32 0 8 21 104
Community Detection in Partial Correlation Network Models 1 1 1 8 1 1 5 27
Comparison of Volatility Measures: a Risk Management Perspective 0 0 0 122 0 4 13 405
Corporate hedging and the variance of stock returns 0 0 3 12 4 5 25 53
Credit risk interconnectedness: What does the market really know? 0 0 0 30 0 5 19 161
Detecting granular time series in large panels 0 0 0 10 0 6 82 111
Detecting groups in large vector autoregressions 0 0 0 15 1 1 14 65
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures 0 0 0 18 1 2 12 136
EVALUATING THE ACCURACY OF TAIL RISK FORECASTS FOR SYSTEMIC RISK MEASUREMENT 0 0 1 29 1 3 15 103
Empirical risk minimization for time series: Nonparametric performance bounds for prediction 0 1 1 1 0 4 17 18
Financial econometric analysis at ultra-high frequency: Data handling concerns 2 4 11 350 7 26 77 875
Hierarchical GARCH 0 0 1 11 0 2 13 75
Impulse Response Estimation by Smooth Local Projections 3 9 42 317 15 37 157 1,054
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 1 1 3 161 4 8 21 427
NETS: Network estimation for time series 2 2 7 60 3 7 36 235
Nonstandard Errors 1 1 7 45 4 8 53 180
On Variable Selection for Volatility Forecasting: The Role of Focused Selection Criteria 0 0 0 38 1 2 7 103
On the estimation of integrated volatility in the presence of jumps and microstructure noise 0 1 1 4 0 1 7 23
PERFORMANCE OF EMPIRICAL RISK MINIMIZATION FOR LINEAR REGRESSION WITH DEPENDENT DATA 0 0 1 1 0 2 7 7
Projected Dynamic Conditional Correlations 0 0 0 4 1 1 6 16
Realized networks 0 0 0 18 0 7 18 103
SRISK: A Conditional Capital Shortfall Measure of Systemic Risk 1 3 11 324 8 23 94 1,432
Shrinkage estimation of semiparametric multiplicative error models 0 0 0 9 1 5 13 62
Shrinkage estimation of semiparametric multiplicative error models 0 0 0 24 0 5 7 138
Total Journal Articles 11 30 101 1,783 55 200 811 6,398

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 84 0 7 30 284
Total Chapters 0 0 3 84 0 7 30 284

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Statistics updated 2026-07-10