E-LIB Suche - Ergebnisse für: Brownlees, Christian

1

Projected Dynamic Conditional Correlations:

Llorens-Terrazas, Jordi ; Brownlees, Christian
International Journal of Forecasting. 39 (2023) 4 - p. 1761-1776 , 2023

Link: https://doi.org/10.1016/..

2

PERFORMANCE OF EMPIRICAL RISK MINIMIZATION FOR LINEAR REGRE..:

Brownlees, Christian ; Guđmundsson, Guđmundur Stefán
Econometric Theory. , 2023

Link: https://doi.org/10.1017/..

3

Corporate hedging and the variance of stock returns:

Biguri, Kizkitza ; Brownlees, Christian ; Ippolito, Filippo
Journal of Corporate Finance. 72 (2022) - p. 102147 , 2022

Link: https://doi.org/10.1016/..

4

Backtesting global Growth-at-Risk:

Brownlees, Christian ; Souza, André B.M.
Journal of Monetary Economics. 118 (2021) - p. 312-330 , 2021

Link: https://doi.org/10.1016/..

5

Detecting granular time series in large panels:

Brownlees, Christian ; Mesters, Geert
Journal of Econometrics. 220 (2021) 2 - p. 544-561 , 2021

Link: https://doi.org/10.1016/..

6

Bank credit risk networks: Evidence from the Eurozone:

Brownlees, Christian ; Hans, Christina ; Nualart, Eulalia
Journal of Monetary Economics. 117 (2021) - p. 585-599 , 2021

Link: https://doi.org/10.1016/..

7

Detecting groups in large vector autoregressions:

Guðmundsson, Guðmundur Stefán ; Brownlees, Christian
Journal of Econometrics. 225 (2021) 1 - p. 2-26 , 2021

Link: https://doi.org/10.1016/..

8

On the estimation of integrated volatility in the presence ..:

Brownlees, Christian ; Nualart, Eulalia ; Sun, Yucheng
Econometric Reviews. 39 (2020) 10 - p. 991-1013 , 2020

Link: https://doi.org/10.1080/..

9

Community Detection in Partial Correlation Network Models:

Brownlees, Christian ; Guðmundsson, Guðmundur Stefán ; Lugosi, Gábor
Journal of Business & Economic Statistics. 40 (2020) 1 - p. 216-226 , 2020

Link: https://doi.org/10.1080/..

10

Back to the future: Backtesting systemic risk measures duri..:

Brownlees, Christian ; Chabot, Ben ; Ghysels, Eric.
Journal of Banking & Finance. 113 (2020) - p. 105736 , 2020

Link: https://doi.org/10.1016/..

11

NETS: Network estimation for time series:

Barigozzi, Matteo ; Brownlees, Christian
Journal of Applied Econometrics. 34 (2019) 3 - p. 347-364 , 2019

Link: https://doi.org/10.1002/..

12

Realized networks:

Brownlees, Christian ; Nualart, Eulàlia ; Sun, Yucheng
Journal of Applied Econometrics. 33 (2018) 7 - p. 986-1006 , 2018

Link: https://www.jstor.org/st..

13

Realized networks:

Brownlees, Christian ; Nualart, Eulàlia ; Sun, Yucheng
Journal of Applied Econometrics. 33 (2018) 7 - p. 986-1006 , 2018

Link: https://doi.org/10.1002/..

14

Credit risk interconnectedness: What does the market really..:

Abbassi, Puriya ; Brownlees, Christian ; Hans, Christina.
Journal of Financial Stability. 29 (2017) - p. 1-12 , 2017

Link: https://doi.org/10.1016/..

15

SRISK: A Conditional Capital Shortfall Measure of Systemic ..:

Brownlees, Christian ; Engle, Robert F.
The Review of Financial Studies. 30 (2017) 1 - p. 48-79 , 2017

Link: http://www.jstor.org/sta..