Christian T. Brownlees

Christian T. Brownlees is Associate Professor at Universitat Pompeu Fabra's Faculty of Economic and Business Sciences. His research spans financial econometrics, systemic risk measurement, and high-frequency data analysis. Methodological innovations include developing hierarchical GARCH models and network-based volatility estimation techniques.

Key research areas:

• Systemic risk metrics (SRISK framework)
• Volatility forecasting during market turbulence
• Network approaches to financial contagion
• Backtesting methodologies for risk models

Recent work advances granular time series detection in large panels and Bayesian approaches for intra-day duration modeling. Publications demonstrate consistent focus on improving risk measurement accuracy during financial crises through innovative econometric techniques.