Christian Brownlees

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Empirical risk minimization for time series: nonparametric performance bounds for prediction Journal of Econometrics	2025-01-16	Paper
Community Detection in Partial Correlation Network Models Journal of Business and Economic Statistics	2024-10-17	Paper
A Bayesian approach for capturing daily heterogeneity in intra-daily durations time series Studies in Nonlinear Dynamics & Econometrics	2023-03-13	Paper
On the estimation of integrated volatility in the presence of jumps and microstructure noise Econometric Reviews	2022-03-04	Paper
Detecting groups in large vector autoregressions Journal of Econometrics	2021-10-26	Paper
Detecting granular time series in large panels Journal of Econometrics	2021-02-04	Paper
Power-law partial correlation network models Electronic Journal of Statistics	2018-09-24	Paper
Empirical risk minimization for heavy-tailed losses The Annals of Statistics	2015-11-18	Paper
Empirical risk minimization for heavy-tailed losses The Annals of Statistics	2015-11-18	Paper
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures Journal of Econometrics	2014-08-06	Paper
Financial econometric analysis at ultra-high frequency: Data handling concerns Computational Statistics and Data Analysis	2009-04-06	Paper
Financial econometric analysis at ultra-high frequency: Data handling concerns Computational Statistics and Data Analysis	2006-12-01	Paper

Research outcomes over time

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