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.
- BSE Associate Research Professor appointment (2017-2022)
Publications
Christian Brownlees and Jordi Llorens-Terrazas
Empirical risk minimization for time series: Nonparametric performance bounds for prediction
Journal of Econometrics, Vol.244, No 1, August 2024, 10.1016/j.jeconom.2024.105849
Open Access Christian Brownlees and Javier Gil-Bazo
Open Access
Nonstandard Errors
Journal of Finance, Vol.79, No 3, 2339-2390, April 2024, 10.1111/jofi.13337Open Access
Christian Brownlees and Guðmundur Stefán Guðmundsson