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Brownlees, Christian T.


 SSRN Author Rank: 1,232 by Downloads
 Assistant Professor
 

Universitat Pompeu Fabra - Department of Economics and Business


 Ramon Trias Fargas 25-27
 Barcelona, 08005
 Spain
 HOME PAGE: http://www.econ.upf.edu/~cbrownlees/
 email address
 

Barcelona Graduate School of Economics (Barcelona GSE)


 Ramon Trias Fargas 25-27
 Barcelona, Catalonia 08014
 Spain
 email address

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. Brownlees, Christian T.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
14,184
Total
Citations
127
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Brownlees, Christian T.
Universitat Pompeu Fabra - Department of Economics and Business
Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
Posted:
18 May 10
Last Revised:
15 Nov 13
6,494
(462)
54

2.  
Brownlees, Christian T.
Universitat Pompeu Fabra - Department of Economics and Business
Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
Kelly, Bryan T.
University of Chicago - Booth School of Business
Posted:
10 Nov 09
Last Revised:
15 Nov 13
2,438
(2,606)
8

3.  
Brownlees, Christian T.
Universitat Pompeu Fabra - Department of Economics and Business
Cipollini, Fabrizio
Universita di Firenze, DiSIA (Dipartimento di Statistica, Informatica, Applicazioni)
Gallo, Giampiero M.
Universita' di Firenze - Dipartimento di Statistica, Informatica, Applicazioni "G.Parenti"
Posted:
24 Apr 09
Last Revised:
19 Feb 10
1,530
(5,820)
5

4.  
Financial Econometric Analysis at Ultra-High Frequency: Data Handling Concerns | Show Abstract | Download |
Universita' di Firenze, Dipartimento di Statistica G. Parenti Working Paper No. 2006-3
Working Paper Series
Brownlees, Christian T.
Universitat Pompeu Fabra - Department of Economics and Business
Gallo, Giampiero M.
Universita' di Firenze - Dipartimento di Statistica, Informatica, Applicazioni "G.Parenti"
Posted:
03 Mar 06
975
(12,178)
24

5.  
Barigozzi, Matteo
London School of Economics and Political Science
Brownlees, Christian T.
Universitat Pompeu Fabra - Department of Economics and Business
Gallo, Giampiero M.
Universita' di Firenze - Dipartimento di Statistica, Informatica, Applicazioni "G.Parenti"
Veredas, David
Universite Libre de Bruxelles - Solvay Brussels School of Economics and Management - ECARES
Posted:
31 May 10
Last Revised:
07 Oct 14
733
(18,602)
 

6.  
Barigozzi, Matteo
London School of Economics and Political Science
Brownlees, Christian T.
Universitat Pompeu Fabra - Department of Economics and Business
Posted:
14 Apr 13
Last Revised:
19 May 14
627
(23,261)
2

7.   Incl. Electronic Paper
Brownlees, Christian T.
Universitat Pompeu Fabra - Department of Economics and Business
Gallo, Giampiero M.
Universita' di Firenze - Dipartimento di Statistica, Informatica, Applicazioni "G.Parenti"
Posted:
12 Dec 07
Last Revised:
29 Jul 10
487
(32,757)
17

8.  
Brownlees, Christian T.
Universitat Pompeu Fabra - Department of Economics and Business
Posted:
23 Oct 10
Last Revised:
03 Jan 13
354
(48,647)
1

9.  
Brownlees, Christian T.
Universitat Pompeu Fabra - Department of Economics and Business
Vannucci, Marina
Rice University
Posted:
09 Feb 10
Last Revised:
27 Nov 12
217
(83,996)
 

10.  
Brownlees, Christian T.
Universitat Pompeu Fabra - Department of Economics and Business
Cipollini, Fabrizio
Universita di Firenze, DiSIA (Dipartimento di Statistica, Informatica, Applicazioni)
Gallo, Giampiero M.
Universita' di Firenze - Dipartimento di Statistica, Informatica, Applicazioni "G.Parenti"
Posted:
27 May 11
184
(98,683)
15

11.  
Brownlees, Christian T.
Universitat Pompeu Fabra - Department of Economics and Business
Gallo, Giampiero M.
Universita' di Firenze - Dipartimento di Statistica, Informatica, Applicazioni "G.Parenti"
Posted:
28 Jan 09
100
(162,667)
1

12.  
Brownlees, Christian T.
Universitat Pompeu Fabra - Department of Economics and Business
Nualart, Eulalia
Universitat Pompeu Fabra - Department of Economics and Business
Sun, Yucheng
Universitat Pompeu Fabra - Department of Economics and Business
Posted:
09 Oct 14
45
(251,529)
 

13.  
On Variable Selection for Volatility Forecasting: The Role of Focused Selection Criteria | Show Abstract |
Journal of Financial Econometrics, Vol. 6, Issue 4, pp. 513-539, 2008
Accepted Paper Series
Brownlees, Christian T.
Universitat Pompeu Fabra - Department of Economics and Business
Gallo, Giampiero M.
Universita' di Firenze - Dipartimento di Statistica, Informatica, Applicazioni "G.Parenti"
Posted:
16 Oct 08
 


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