Items where Author is "Brownlees, Christian T."

Number of items: 3.
Article
  • Disentangling systematic and idiosyncratic dynamics in panels of volatility measures. Barigozzi, Matteo and Gallo, Giampiero M. and Brownlees, Christian T. and Veredas, David
  • Nets: network estimation for time series. Barigozzi, Matteo and Brownlees, Christian T. picture_as_pdf
    • Working paper
  • Disentangling systematic and idiosyncratic risk for large panels of assets. Barigozzi, Matteo and Brownlees, Christian T. and Gallo, Giampiero M. and Veredas, David