Loading...
Images of Christian Brownlees
(0 from 0 )1
0
0
News
Items - Christian Brownlees (University Pompeu Fabra) - School of...
www.qmul.ac.uk
14 November Time: 1: :15pm. Venue: GC305. Christian Brownlees (University Pompeu Fabra). "Detecting Granular Time Series in Large Panels" ...
3rd Vienna Workshop on High-Dimensional Time Series in ...www.tepsa.eu › event
www.tepsa.eu
Caroline Uhler (MIT). Scientific Committee Matteo Barigozzi (London School of Economics) Christian Brownlees (Universitat Pompeu Fabra)
FRB: Conference Program
www.federalreserve.gov
The Federal Reserve Board of Governors in Washington DC.
Telephone & Addresses
Christian Brownlees, Brooklyn, US, Bergen St, Apt 3F
View Christian's social profiles and photos on Facebook, MySpace, and +40 Networks.
Christian T. Brownlees | IDEAS/RePEc
ideas.repec.org
Christian T. Brownlees: current contact information and listing of economic research of this author provided by RePEc/IDEAS
Network Profiles
LinkedIn: Christian Brownlees | LinkedIn
View Christian Brownlees’ professional profile on LinkedIn. LinkedIn is the world's largest business network, helping professionals like Christian Brownlees ...
LinkedIn: Christian Brownlees | LinkedIn
Visa Christian Brownlees yrkesprofil på LinkedIn. LinkedIn är världens största yrkesnätverk och hjälper yrkespersoner som Christian Brownlees att komma i ...
LinkedIn: Christian Brownlees | LinkedIn
es la red de negocios más grande del mundo que ayuda a profesionales como ...
Business Profiles
Researchgate: Christian Brownlees
Barcelona, Catalunya, Spain
Education
PhD in Economics on uncertainty in economics and finance ...www.ub.edu › Home › Highlights
www.ub.edu
... (president, Universidad Complutense de Madrid), Christian Brownlees (Universitat Pompeu Fabra) and Lieven Baele (University of Tilburg).
Granger Centre Seminar: Christian Brownlees (University of ...www.nottingham.ac.uk › ... › Granger Centre Seminar Series ›
www.nottingham.ac.uk
Granger Centre Seminar: Christian Brownlees (University of Pompeu Fabra). Location: C43 Sir Clive Granger; Date(s): Thursday 21st May (16:00-17:00) ...
Books & Literature
Disentangling systematic and idiosyncratic dynamics in panels of...
biblio.ugent.be
Barigozzi, Matteo, Christian Brownlees, Giampiero M. Gallo, and David Veredas “Disentangling Systematic and Idiosyncratic Dynamics ...
Christian Brownlees. It's crantastic!
crantastic.org
Brought to you by Hadley Wickham and Bjørn Mæland. About crantastic. Like it? Hate it? Let us know at .
Dealing with the Challenges of Macro Financial Linkages in Emerging...
books.google.de
Acharya, Viral V., Christian Brownlees, Robert Engle, Farhang Farazmand, and Matthew Richardson “Measuring Systemic Risk.” In Regulating Wall ...
Regulating Wall Street: The Dodd-Frank Act and the New Architecture...
books.google.de
Experts from NYU Stern School of Business analyze new financial regulations and what they mean for the economy The NYU Stern School of Business is one of the...
Related Documents
Bank Interconnectedness What determines the links? - Puriya Abbassi, …
www.slideshare.net
Bank Interconnectedness What determines the links? - Puriya Abbassi, Christian Brownlees, Christina Hans, Natalia Podlich. SYRTO Code Workshop Workshop on Syst…
Monitoring Systemic Risk with V-Lab - Robert Engle - June
www.slideshare.net
Monitoring Systemic Risk with V-Lab - Robert Engle - June First International Conference on Syrto Project:
[ v1] Empirical risk minimization for heavy-tailed losses
arxiv.org
Title: Empirical risk minimization for heavy-tailed losses. Authors: Christian Brownlees, Emilien Joly, Gabor Lugosi. (Submitted on 10 Jun 2014).
Realized Networks by Christian T. Brownlees, Eulalia Nualart, Yucheng...
papers.ssrn.com
We introduce LASSO-type regularization for large dimensional realized covariance estimators of log-prices. The procedure consists of shrinking the off-diagonal
Scientific Publications
Back to the future: Backtesting systemic risk measures during ...www.sciencedirect.com › science › article › abs › pii
www.sciencedirect.com
Christian Brownlees acknowledges financial support from the Spanish Ministry of Science and Technology (Grant MTM ) and from the Spanish ...
Archiv | Forschungsseminare | Forschung | Fachbereich...
www.wiwi.uni-konstanz.de
Universität Konstanz
Quantitative Finance and Financial Econometrics - QFFE qffe2020.sciencesconf.org › page › presentation_conference
qffe2020.sciencesconf.org
There will be also be a guest session, with the following guests: - Christian Brownlees, Universitat Pompeu Fabra - Ilze Kalnina, North Carolina State University ...
Seminar in Mathematical Econometrics: Research Training ...rtg1953.uni-heidelberg.uni-mannheim.de › events › regular-seminars
rtg1953.uni-heidelberg.uni-mannheim.de
, Christian Brownlees (Pompeu Fabra), Detecting Granular Time Series in Large Panels , Fabian Dunker (Göttingen), Multiscale tests for ...
Publications
Version of Comments Welcome Anatomy of a Meltdown: The Risk...
core.ac.uk
We also thank OptionMetrics, LLC for providing interest rates and index dividend yields and Christian Brownlees for the GARCH model forecasts.
JRFM | Special Issue : Econometric Analysis of Networks
www.mdpi.com
Journal of Risk and Financial Management, an international, peer-reviewed Open Access journal.
EconPapers: Christian T. Brownlees
econpapers.repec.org
. Homepage: http://www.econ.upf.edu/~cbrownlees/. Workplace: Departament d'Economia i Empresa (Department of ...
Reports & Statements
Christian Brownlees: Nets: Network Estimation for Time Series |...
lucadipersio.wordpress.com
Christian BrownleesDepartment of Economics and Business, Universita' Pompeu Fabraterra' un seminario dal titolo: Nets: Network Estimation for Time Seriesil...
Barcelona GSE Summer Forum – Call for Papers | InsTED Institutions...
blogs.exeter.ac.uk
Time Series Analysis in Macro and Finance (June ) Organizers: Majid Al-Sadoon, Christian Brownlees and Barbara Rossi. Week 3 (June ...
Miscellaneous
Christian Brownlees | LinkedIn
www.linkedin.com
View Christian Brownlees' professional profile on LinkedIn. LinkedIn is the world's largest business network, helping professionals like Christian Brownlees ...
Christian Brownlees - Google Scholar Citations
scholar.google.com
Com…tional Statistics & Data Analysis 51 (4): 2006: Comparison of volatility measures: a risk management perspective. CT Brownlees, GM …
Christian Brownlees - اقتباسات الباحث العلمي من Google
scholar.google.ae
عنوان1–20, عدد مرات الاقتباسات, السنة · MEASURING SYSTEMIC RISK This chapter was originally published under the same title in “Regulating Wall Street”, ...
Research - Christina Hans
sites.google.com
Bank Credit Risk Networks: Evidence from the Eurozone (with Christian Brownlees and Eulalia Nualart)
Christian Brownlees | Dauphine Recherches en Management (DRM)
drm.dauphine.fr
Christian Brownlees. 4 mai 17. European Central Bank. Séminaire Jeudi 4 mai, 13h15-14h30, salle A707 «Detecting Granular Time Series in Large Panels».
METACRAN maintainers
www.r-pkg.org
years ago by Christian Brownlees. Network Estimation for Time Series ...
David Veredas - Google Scholar
scholar.google.de
Vlerick Business School - Cited by - Quantitative Finance - Big Data - Volatility - Tail Risk - Systemic Risk
'Christian Brownlees ' posts - MARC
marc.info
Viewing messages posted by 'Christian Brownlees <ctb () stern ! nyu ! edu>' (1 msg) [1] Re: [R-SIG-Finance] Multiplicative error model ? r-sig-fin ...
[Forum SIS] avviso seminario: Christian Brownlees
www.stat.unipg.it
Christian Brownlees Department of Economics and Business, Universita' Pompeu Fabra terra' un seminario dal titolo: Nets: Network Estimation for Time Series il giorno ...
Christian Brownlees – Big Data Week Barcelona
barcelona.bigdataweek.com
Big Data Week is the leading global platform of interconnected community events focusing on the social, political, technological impacts of data.
nets function | R Documentation
www.rdocumentation.org
`nets` is used to fit sparse VARs using the NETS algorithm.
Bank Interconnectedness What determines the links? - Puriya Abbassi,...
www.slidesearchengine.com
Bank Interconnectedness What determines the links? - Puriya Abbassi, Christian Brownlees, Christina Hans, Natalia Podlich Economy & Finance presentation by...
Working papers | BCBS
bcbs.upf.edu
Working papers Home; Research; ... Christian Brownlees, Robert Engle. Nets: Network Estimation for Time Series Matteo Barigozzi, Christian Brownlees.
CRAN - Package nets
cran.r-project.org
nets: Network Estimation for Time Series. Sparse VAR estimation based on LASSO. Version: 0.8: Imports: stats, igraph: Published: : Author: Christian Brownlees:
christian.brownlees at upf.edu - CRANcran.salud.gob.sv › check_results_christian.brownlees_at_upf.edu.html
cran.salud.gob.sv
CRAN Package Check Results for Maintainer 'Christian Brownlees <christian.brownlees at upf.edu>'. Last updated on :47:34 CET.
Capital shortfall: A new approach to ranking and regulating systemic...
voxeu.org
The effective regulation of banks requires identification of systemically important financial institutions. This column discusses a method to estimate the...
A practical guide to volatility forecasting through calm and storm -...
www.risk.net
Christian Brownlees
Department of Finance, NYU Stern, Henry Kaufman Management Center, 44 West Fourth Street, New York, NY , USA; email:...
Handbook systemic risk | Optimization, OR and risk analysis |...
www.cambridge.org
Experts in the field provide an introduction to the multifaceted aspects of this critically important topic.
Applied Econometrics and Forecasting in Macroeconomics and Finance...
research.stlouisfed.org
Workshop on Applied Econometrics and Forecasting in Macroeconomics and Finance at the Federal Reserve Bank of St. Louis
'Analysis of Big Data in Economics and Empirical Applications ...www.fbbva.es › equipo › analysis-of-big-data-in-economics-and-emp...
www.fbbva.es
RESEARCH TEAM. Geert Mesters, Majid Al-Sadoon and Christian Brownlees, Pompeu Fabra University. COLLABORATING INSTITUTIONS. Pompeu Fabra ...
Related search requests for Christian Brownlees
| David Veredas Robert Engle Barbara Rossi |
People Forename "Christian" (61534) Name "Brownlees" (17) |
sorted by relevance / date