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~person:"Brownlees, Christian"
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Search: subject_exact:"Volatilität"
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Brownlees, Christian
McAleer, Michael
299
Gupta, Rangan
233
Caporale, Guglielmo Maria
178
Bollerslev, Tim
145
Chang, Chia-Lin
113
Diebold, Francis X.
110
Bouri, Elie
109
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109
Andersen, Torben
98
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98
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97
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92
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85
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81
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80
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75
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74
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74
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72
Todorov, Viktor
68
Buch, Claudia M.
67
McMillan, David G.
67
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66
Lux, Thomas
66
Tiwari, Aviral Kumar
66
Asai, Manabu
64
Kočenda, Evžen
62
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61
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60
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58
Kang, Sang Hoon
56
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56
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55
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55
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53
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52
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52
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52
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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
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
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
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures
Barigozzi, Matteo
;
Brownlees, Christian
;
Gallo, Giampiero M.
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 364-384
Persistent link: https://www.econbiz.de/10010497747
Saved in:
5
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:
6
Comparison of volatility measures : a risk management perspective
Brownlees, Christian
;
Gallo, Giampiero M.
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
1
,
pp. 29-56
Persistent link: https://www.econbiz.de/10003997328
Saved in:
7
On variable selection for volatility forecasting : the role of focused selection criteria
Brownlees, Christian
;
Gallo, Giampiero M.
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
4
,
pp. 513-539
Persistent link: https://www.econbiz.de/10003778985
Saved in:
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