Concepedia

Christian T. Brownlees

CT

34

Publications

4.1K

Citations

23

H-Index

2006

Active since

Affiliations

Universitat Pompeu Fabra(Current)

Barcelona School of Economics

New York University

University of Florence

University of Bologna

Christian T. Brownlees is an author at Universitat Pompeu Fabra specializing in business, finance, and statistics.

Top concepts

BusinessFinanceStatisticsEngineeringEconomicsEconometricsFinancial CrisisFinancial EconomicsData ScienceAsset Pricing

Publications per year

2006–2024

34

Publications

34

SRISK: A conditional capital shortfall measure of systemic risk

Christian T. Brownlees, Robert F. Engle · IRIS - Institutional Research Information System (Libera Università Internazionale degli Studi Sociali Guido Carli) · 2017 · 1.2K citations

Empirical Finance, Financial Data, Financial Risk Management +17

Volatility, Correlation and Tails for Systemic Risk Measurement

Christian T. Brownlees, Robert F. Engle · SSRN Electronic Journal · 2011 · 692 citations · Full text

Financial econometric analysis at ultra-high frequency: Data handling concerns

Christian T. Brownlees, Giampiero M. Gallo · Computational Statistics & Data Analysis · 2006 · 305 citations

Ultra-high Frequency, High-frequency Trading, Financial Time Series Analysis +4

SRISK: A Conditional Capital Shortfall Measure of Systemic Risk

Christian T. Brownlees, Robert F. Engle · Review of Financial Studies · 2016 · 242 citations · Full text

Comparison of Volatility Measures: a Risk Management Perspective

Christian T. Brownlees, Giampiero M. Gallo · Journal of Financial Econometrics · 2009 · 187 citations

Forecasting Methodology, Volatility Modeling, Engineering +17

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