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Information about:
Christian Timothy Brownlees

Personal Details | Affiliation | Works

This is information that was supplied by Christian Brownlees in registering through RePEc. If you are Christian Timothy Brownlees , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Christian
Middle Name: Timothy
Last Name: Brownlees
Suffix:

RePEc Short-ID: pbr121

Email:
Homepage: http://www.ds.unifi.it/ctb
Postal Address:
Phone:

Affiliation

(in no particular order)

Dipartimento di Statistica "G. Parenti" (Department of Statistics)
Università degli Studi di Firenze
Location: Firenze, Italy
Homepage: http://www.ds.unifi.it/
Email:
Phone: +39 055 4237 217
Fax: +39 055 4223560
Postal: Viale G.B. Morgagni 59, 50134 Firenze
Handle: RePEc:edi:dsfirit (registered authors at this institution)

Works

Working papers

Christian T. Brownlees & Giampiero Gallo, 2008. "Comparison of Volatility Measures: a Risk Management Perspective," Econometrics Working Papers Archive wp2008_03, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti". [Downloadable!]
Christian T. Brownlees & Giampiero Gallo, 2007. "Volatility Forecasting Using Explanatory Variables and Focused Selection Criteria," Econometrics Working Papers Archive wp2007_04, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti". [Downloadable!]
Christian T. Brownlees & Giampiero Gallo, 2007. "Flexible Time Series Forecasting Using Shrinkage Techniques and Focused Selection Criteria," Econometrics Working Papers Archive wp2007_02, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti". [Downloadable!]
Christian T. Brownlees & Giampiero Gallo, 2006. "Financial Econometric Analysis at Ultra–High Frequency: Data Handling Concerns," Econometrics Working Papers Archive wp2006_03, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti". [Downloadable!]
Published as:
- Brownlees, C.T. & Gallo, G.M., 2006. "Financial econometric analysis at ultra-high frequency: Data handling concerns," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2232-2245, December. [Downloadable!] (restricted)

Articles

Brownlees, C.T. & Gallo, G.M., 2006. "Financial econometric analysis at ultra-high frequency: Data handling concerns," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2232-2245, December. [Downloadable!] (restricted)
Other versions:
- Christian T. Brownlees & Giampiero Gallo, 2006. "Financial Econometric Analysis at Ultra–High Frequency: Data Handling Concerns," Econometrics Working Papers Archive wp2006_03, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti". [Downloadable!]

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-ECM: Econometrics (4) 2007-01-28 2007-06-11 2008-05-17 2008-05-17 Author is listed
NEP-ETS: Econometric Time Series (3) 2007-01-28 2007-06-11 2008-05-17 Author is listed
NEP-FMK: Financial Markets (2) 2008-05-17 2008-05-17 Author is listed
NEP-FOR: Forecasting (3) 2007-06-11 2008-05-17 2008-05-17 Author is listed
NEP-MST: Market Microstructure (2) 2007-01-28 2008-05-17 Author is listed
NEP-RMG: Risk Management (2) 2008-05-17 2008-05-17 Author is listed

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This page was last updated on 2008-9-27.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.