PhD, University of Florence
Christian Brownlees is Associate Professor in the Department of Economics and Business at Universitat Pompeu Fabra and BSE Affiliated Professor. He obtained his PhD in Statistics in 2007 from the University of Florence and was a Post-Doc Research Fellow at NYU Stern until 2011. Christian’s research focuses on time-series analysis for financial and macro applications. His research has been published among others in the Journal of Econometrics, Annals of Statistics and the Review of Financial Studies.
Working Papers
Publications
Christian Brownlees and Guðmundur Stefán Guðmundsson
Performance of Empirical Risk Minimization for Linear Regression with Dependent Data
Econometric Theory, 1-30, November 2023, 10.1017/S0266466623000348
Open Access Jordi Llorens-Terrazas and Christian Brownlees
Open Access
Projected Dynamic Conditional Correlations
International Journal of Forecasting, Vol.39, No 4, 1761-1776, October 2023, https://doi.org/10.1016/j.ijforecast.2022.06.003Open Access
Kizkitza Biguri, Christian Brownlees and Filippo Ippolito