Financial econometric analysis at ultra-high frequency: Data handling concerns. - Christian T. Brownlees; Giampiero M. Gallo (Comput. Stat. Data Anal., 2006)

Empirical Risk Minimization for Time Series: Nonparametric Performance Bounds for Prediction. - Christian T. Brownlees; Jordi Llorens-Terrazas (CoRR, 2021)