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 0 0 3 102
Backtesting Systemic Risk Measures During Historical Bank Runs 0 0 0 63 0 0 1 82
Comparison of Volatility Measures: a Risk Management Perspective 0 0 0 0 0 0 1 15
Comparison of Volatility Measures: a Risk Management Perspective 0 0 0 363 0 1 2 1,009
Credit risk interconnectedness: What does the market really know? 0 0 1 88 0 2 5 259
Detecting Granular Time Series in Large Panels 0 0 0 84 0 2 2 94
Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures 0 0 0 72 1 1 1 133
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 1 1 548 1 3 10 1,160
Flexible Time Series Forecasting Using Shrinkage Techniques and Focused Selection Criteria 0 0 0 124 0 2 2 365
Forecasting intra-daily volume in large panels of assets 0 0 0 0 4 7 11 11
Impulse Response Estimation By Smooth Local Projections 0 0 5 131 3 6 24 274
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 1 1 9 207 1 2 15 472
Multiplicative Error Models 0 0 4 740 1 1 8 2,368
Nets: Network Estimation for Time Series 0 0 3 578 1 4 13 1,296
Nets: Network estimation for time series 0 0 0 83 0 1 6 209
Nets: network estimation for time series 1 1 2 37 1 3 4 90
Non-Standard Errors 0 0 1 19 0 0 2 24
Non-Standard Errors 0 0 4 27 0 6 76 145
Non-Standard Errors 0 0 1 8 0 1 3 33
Non-Standard Errors 0 0 0 16 1 3 6 41
Non-Standard Errors 2 2 3 44 5 12 52 438
Non-standard errors 0 0 0 33 1 2 5 59
Nonstandard Errors 0 0 2 2 5 5 19 19
Nonstandard errors 0 0 11 11 0 5 44 44
Performance of Empirical Risk Minimization For Principal Component Regression 0 0 2 2 0 0 6 6
Performance of Empirical Risk Minimization for Linear Regression with Dependent Data 0 1 2 23 0 2 5 33
SRISK: a conditional capital shortfall measure of systemic risk 3 5 16 435 15 44 102 1,474
Unit Averaging for Heterogeneous Panels 0 0 0 20 0 0 2 11
Volatility Forecasting Using Explanatory Variables and Focused Selection Criteria 0 0 0 201 0 0 1 391
Total Working Papers 7 11 67 4,110 40 115 432 10,827
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
Back to the future: Backtesting systemic risk measures during historical bank runs and the great depression 0 0 0 27 0 0 3 142
Backtesting global Growth-at-Risk 0 3 10 86 0 6 26 202
Bank credit risk networks: Evidence from the Eurozone 1 2 7 31 1 3 12 83
Community Detection in Partial Correlation Network Models 2 2 2 6 2 2 3 21
Comparison of Volatility Measures: a Risk Management Perspective 0 0 3 121 1 2 13 390
Corporate hedging and the variance of stock returns 0 0 0 8 0 1 5 26
Credit risk interconnectedness: What does the market really know? 0 0 0 30 0 2 3 140
Detecting granular time series in large panels 0 0 1 10 1 1 5 29
Detecting groups in large vector autoregressions 0 0 2 15 0 1 8 51
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures 0 0 0 18 0 0 2 123
EVALUATING THE ACCURACY OF TAIL RISK FORECASTS FOR SYSTEMIC RISK MEASUREMENT 0 0 3 28 0 0 5 88
Financial econometric analysis at ultra-high frequency: Data handling concerns 0 0 4 339 1 2 12 795
Hierarchical GARCH 0 0 1 10 0 1 3 61
Impulse Response Estimation by Smooth Local Projections 5 10 47 269 14 34 143 873
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 2 11 158 0 3 27 405
NETS: Network estimation for time series 0 3 3 51 1 4 11 196
Nonstandard Errors 5 7 36 36 8 20 118 118
On Variable Selection for Volatility Forecasting: The Role of Focused Selection Criteria 0 1 1 38 0 1 1 96
On the estimation of integrated volatility in the presence of jumps and microstructure noise 1 1 1 2 1 1 3 14
Projected Dynamic Conditional Correlations 0 0 2 3 0 0 4 9
Realized networks 0 0 2 18 0 1 8 84
SRISK: A Conditional Capital Shortfall Measure of Systemic Risk 1 2 14 307 2 11 75 1,322
Shrinkage estimation of semiparametric multiplicative error models 0 0 0 9 0 0 0 49
Shrinkage estimation of semiparametric multiplicative error models 0 0 0 24 0 0 2 131
Total Journal Articles 15 33 150 1,652 32 96 492 5,488

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
MEASURING SYSTEMIC RISK 0 1 1 79 1 3 6 252
Total Chapters 0 1 1 79 1 3 6 252

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Statistics updated 2025-05-12