The following pages link to Christian Brownlees (Q892245):
Displaying 11 items.
- Financial econometric analysis at ultra-high frequency: Data handling concerns (Q150349) (← links)
- Empirical risk minimization for heavy-tailed losses (Q892246) (← links)
- (Q1010567) (redirect page) (← links)
- Power-law partial correlation network models (Q1786580) (← links)
- Detecting granular time series in large panels (Q2224994) (← links)
- Detecting groups in large vector autoregressions (Q2236879) (← links)
- Disentangling systematic and idiosyncratic dynamics in panels of volatility measures (Q2511805) (← links)
- On the estimation of integrated volatility in the presence of jumps and microstructure noise (Q5861024) (← links)
- A Bayesian approach for capturing daily heterogeneity in intra-daily durations time series (Q5881673) (← links)
- Community Detection in Partial Correlation Network Models (Q6620846) (← links)
- Empirical risk minimization for time series: nonparametric performance bounds for prediction (Q6664628) (← links)
