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 1 1 15
Comparison of Volatility Measures: a Risk Management Perspective 0 0 0 363 0 0 3 1,008
Credit risk interconnectedness: What does the market really know? 0 0 2 88 0 0 4 257
Detecting Granular Time Series in Large Panels 0 0 0 84 0 0 0 92
Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures 0 0 0 72 0 0 2 132
Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets 0 0 0 58 0 1 2 170
Financial Econometric Analysis at Ultra–High Frequency: Data Handling Concerns 0 0 1 547 0 3 9 1,157
Flexible Time Series Forecasting Using Shrinkage Techniques and Focused Selection Criteria 0 0 0 124 0 0 0 363
Forecasting intra-daily volume in large panels of assets 0 0 0 0 2 4 4 4
Impulse Response Estimation By Smooth Local Projections 1 1 8 131 4 8 23 268
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 2 3 12 206 2 4 22 470
Multiplicative Error Models 0 0 8 740 1 1 13 2,367
Nets: Network Estimation for Time Series 1 1 3 578 1 1 14 1,292
Nets: Network estimation for time series 0 0 1 83 2 2 6 208
Nets: network estimation for time series 0 0 1 36 0 0 3 87
Non-Standard Errors 0 1 1 19 0 1 4 24
Non-Standard Errors 0 0 1 42 3 11 54 426
Non-Standard Errors 0 0 0 16 0 1 5 38
Non-Standard Errors 1 1 4 27 5 13 78 139
Non-Standard Errors 0 0 1 8 0 0 2 32
Non-standard errors 0 0 0 33 0 0 5 57
Nonstandard Errors 2 2 2 2 6 14 14 14
Nonstandard errors 0 1 11 11 4 10 39 39
Performance of Empirical Risk Minimization For Principal Component Regression 0 1 2 2 2 3 6 6
Performance of Empirical Risk Minimization for Linear Regression with Dependent Data 0 1 2 22 1 2 4 31
SRISK: a conditional capital shortfall measure of systemic risk 1 5 14 430 10 30 72 1,430
Unit Averaging for Heterogeneous Panels 0 0 0 20 1 2 2 11
Volatility Forecasting Using Explanatory Variables and Focused Selection Criteria 0 0 0 201 1 1 1 391
Total Working Papers 8 17 74 4,099 45 113 396 10,712
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 4 142
Backtesting global Growth-at-Risk 0 2 14 83 3 7 29 196
Bank credit risk networks: Evidence from the Eurozone 0 0 6 29 1 1 10 80
Community Detection in Partial Correlation Network Models 0 0 1 4 0 0 2 19
Comparison of Volatility Measures: a Risk Management Perspective 2 2 3 121 3 3 13 388
Corporate hedging and the variance of stock returns 0 0 1 8 2 2 5 25
Credit risk interconnectedness: What does the market really know? 0 0 0 30 0 0 3 138
Detecting granular time series in large panels 0 1 1 10 0 1 4 28
Detecting groups in large vector autoregressions 0 0 2 15 2 2 8 50
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures 0 0 0 18 0 1 2 123
EVALUATING THE ACCURACY OF TAIL RISK FORECASTS FOR SYSTEMIC RISK MEASUREMENT 0 1 4 28 0 1 7 88
Financial econometric analysis at ultra-high frequency: Data handling concerns 1 1 12 339 2 4 25 793
Hierarchical GARCH 0 1 1 10 0 1 2 60
Impulse Response Estimation by Smooth Local Projections 6 15 46 259 14 41 143 839
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 1 3 11 156 2 4 30 402
NETS: Network estimation for time series 0 0 0 48 0 0 13 192
Nonstandard Errors 3 8 29 29 7 26 98 98
On Variable Selection for Volatility Forecasting: The Role of Focused Selection Criteria 0 0 0 37 0 0 0 95
On the estimation of integrated volatility in the presence of jumps and microstructure noise 0 0 0 1 1 1 3 13
Projected Dynamic Conditional Correlations 0 0 2 3 0 1 6 9
Realized networks 0 0 3 18 0 1 9 83
SRISK: A Conditional Capital Shortfall Measure of Systemic Risk 2 2 16 305 6 23 80 1,311
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 1 2 2 131
Total Journal Articles 15 36 152 1,619 44 122 498 5,392

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
MEASURING SYSTEMIC RISK 0 0 0 78 0 2 5 249
Total Chapters 0 0 0 78 0 2 5 249

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