Items where Author is "Brownlees, Christian T."
Number of items: 3.
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures.
Barigozzi, Matteo and Gallo, Giampiero M. and Brownlees, Christian T. and Veredas, David
Disentangling systematic and idiosyncratic risk for large panels of assets.
Barigozzi, Matteo and Brownlees, Christian T. and Gallo, Giampiero M. and Veredas, David
Nets: network estimation for time series.
Barigozzi, Matteo and Brownlees, Christian T.
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