Publications | Page 3 | Barcelona School of Economics

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Forthcoming Top 5| All Forthcoming| Recognition Program| All years|

All Publications authored by Christian Brownlees

Christian Brownlees and Marina Vannucci
A Bayesian Approach for Capturing Daily Heterogeneity in Intra-Daily Durations Time Series
Studies in Nonlinear Dynamics and Econometrics, Vol.17, No 1, 21--46, January 2013, 10.1515/snde-2012-0043
Christian Brownlees, Fabrizio Cipollini and G.M. Gallo
Intra-Daily Volume Modeling and Prediction for Algorithmic Trading
Journal of Financial Econometrics, Vol.9, No 3, 489--518, January 2011, 10.1093/jjfinec/nbq024
Christian Brownlees and Giampiero M. Gallo
Shrinkage Estimation of Semiparametric Multiplicative Error Models
International Journal of Forecasting, Vol.27, No 2, 365--378, January 2011, 10.1016/j.ijforecast.2010.04.005

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