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Brownlees, Christian T.


 SSRN Author Rank: 1,161 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
15,587
Total
Citations
78
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:
08 Jan 15
7,324
(409)
5

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
2,513
(2,697)
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
1,573
(6,024)
5

4.  
Financial Econometric Analysis at Ultra-High Frequency: Data Handling Concerns | Show Abstract | Download This Paper | Open PDF in Browser |
Universita' di Firenze, Dipartimento di Statistica G. Parenti Working Paper No. 2006-3
Number of Pages in PDF File: 30
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
1,009
(12,542)
24

5.  
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
828
(16,986)
2

6.  
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
Vlerick Business School
Posted:
31 May 10
Last Revised:
07 Oct 14
778
(18,549)
 

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
495
(34,623)
17

8.  
Brownlees, Christian T.
Universitat Pompeu Fabra - Department of Economics and Business
Posted:
23 Oct 10
Last Revised:
03 Jan 13
373
(49,328)
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
223
(87,659)
 

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
213
(91,881)
15

11.  
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
157
(122,160)
 

12.  
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
101
(172,559)
1

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
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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