Details about Christian Timothy Brownlees

Access statistics for papers by Christian Timothy Brownlees.

Last updated 2009-07-12. Update your information in the RePEc Author Service.

Short-id: pbr121

Working Papers

2008

1. Comparison of Volatility Measures: a Risk Management Perspective
   Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti" View citations

2007

2. Flexible Time Series Forecasting Using Shrinkage Techniques and Focused Selection Criteria
   Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti" View citations
3. Volatility Forecasting Using Explanatory Variables and Focused Selection Criteria
   Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti"

2006

4. Financial Econometric Analysis at Ultra–High Frequency: Data Handling Concerns
   Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti" View citations
   See also Journal Article in Computational Statistics & Data Analysis (2006)

Journal Articles

2008

1. On Variable Selection for Volatility Forecasting: The Role of Focused Selection Criteria
   Journal of Financial Econometrics, 2008, 6, (4), 513-539

2006

2. Financial econometric analysis at ultra-high frequency: Data handling concerns
   Computational Statistics & Data Analysis, 2006, 51, (4), 2232-2245 View citations
   See also Working Paper (2006)