Christian Brownlees

Available identifiers

zbMath Open brownlees.christian-tMaRDI QIDQ892245

List of research outcomes

Publication	Date of Publication	Type
Empirical risk minimization for time series: nonparametric performance bounds for prediction	2025-01-16	Paper
Community Detection in Partial Correlation Network Models	2024-10-17	Paper
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

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