Person:892245

Available identifiers

zbMath Open brownlees.christian-tMaRDI QIDQ892245

List of research outcomes

Publication	Date of Publication	Type
A Bayesian approach for capturing daily heterogeneity in intra-daily durations time series	2023-03-13	Paper
On the estimation of integrated volatility in the presence of jumps and microstructure noise	2022-03-04	Paper
Detecting groups in large vector autoregressions	2021-10-26	Paper
Detecting granular time series in large panels	2021-02-04	Paper
Power-law partial correlation network models	2018-09-24	Paper
Empirical risk minimization for heavy-tailed losses	2015-11-18	Paper
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures	2014-08-06	Paper
Financial econometric analysis at ultra-high frequency: Data handling concerns	2009-04-06	Paper
Financial econometric analysis at ultra-high frequency: Data handling concerns	2006-12-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Christian Brownlees