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~person:"Brownlees, Christian"
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Brownlees, Christian
McAleer, Michael
209
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82
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74
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64
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61
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61
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60
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56
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44
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40
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40
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39
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38
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37
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36
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34
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32
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32
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32
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32
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30
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26
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ECONIS (ZBW)
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1
Projected Dynamic Conditional Correlations
Llorens-Terrazas, Jordi
;
Brownlees, Christian
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1761-1776
Persistent link: https://www.econbiz.de/10014465352
Saved in:
2
Backtesting global growth-at-Risk
Brownlees, Christian
;
Souza, André B. M.
- In:
Journal of monetary economics
118
(
2021
),
pp. 312-330
Persistent link: https://www.econbiz.de/10012603779
Saved in:
3
Hierarchical GARCH
Brownlees, Christian
- In:
Journal of empirical finance
51
(
2019
),
pp. 17-27
Persistent link: https://www.econbiz.de/10012169952
Saved in:
4
A practical guide to volatility forecasting through calm and storm
Brownlees, Christian
;
Engle, Robert F.
;
Kelly, Bryan T.
- In:
Journal of risk
14
(
2011/12
)
2
,
pp. 3-22
Persistent link: https://www.econbiz.de/10009422364
Saved in:
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