NETS: Network estimation for time series von Barigozzi, Matteo, Brownlees, Christian

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Impulse Response Estimation by Smooth Local Projections von Barnichon, Regis, Brownlees, Christian

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Hierarchical GARCH von Brownlees, Christian T.

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Realized networks von Brownlees, Christian, Nualart, Eulàlia, Sun, Yucheng

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Comparison of Volatility Measures: a Risk Management Perspective von Brownlees, Christian T., Gallo, Giampiero M.

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On the estimation of integrated volatility in the presence of jumps and microstructure noise von Brownlees, Christian, Nualart, Eulalia, Sun, Yucheng

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Credit risk interconnectedness: What does the market really know? von Abbassi, Puriya, Brownlees, Christian, Hans, Christina, Podlich, Natalia

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SRISK: A Conditional Capital Shortfall Measure of Systemic Risk von Brownlees, Christian, Engle, Robert F.

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Power-law partial correlation network models von Barigozzi, Matteo, Brownlees, Christian, Lugosi, Gábor

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Detecting granular time series in large panels von Brownlees, Christian, Mesters, Geert

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Empirical risk minimization for time series: Nonparametric performance bounds for prediction von Brownlees, Christian, Llorens-Terrazas, Jordi

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Intra-daily Volume Modeling and Prediction for Algorithmic Trading von Brownlees, Christian T., Cipollini, Fabrizio, Gallo, Giampiero M.

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A Bayesian approach for capturing daily heterogeneity in intra-daily durations time series von Brownlees, Christian T, Vannucci, Marina

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Shrinkage estimation of semiparametric multiplicative error models von Brownlees, Christian T., Gallo, Giampiero M.

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Projected Dynamic Conditional Correlations von Llorens-Terrazas, Jordi, Brownlees, Christian

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EMPIRICAL RISK MINIMIZATION FOR HEAVY-TAILED LOSSES von Brownlees, Christian, Joly, Emilien, Lugosi, Gábor

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Bank credit risk networks: Evidence from the Eurozone von Brownlees, Christian, Hans, Christina, Nualart, Eulalia

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Projected dynamic conditional correlations von Llorens-Terrazas, Jordi, Brownlees, Christian, 1979

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Corporate hedging and the variance of stock returns von Biguri, Kizkitza, Brownlees, Christian, Ippolito, Filippo

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Impulse response estimation by smooth local projections von Barnichon, Régis, Brownlees, Christian, 1979

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