Andrew Patton

Получаване на мой собствен потребителски профил

Позовавания

	Всички	От 2018
Позовавания	15465	7253
h-индекс	44	37
i10-индекс	65	53

1800

900

450

1350

200220032004200520062007200820092010201120122013201420152016201720182019202020212022202340 67 106 180 225 252 303 396 497 547 678 735 874 1025 1015 1041 1207 1200 1338 1431 1705 353

Публичен достъп

Преглед на всички

8 статии

1 статия

налични

неналични

Въз основа на изисквания при финансирането

Съавтори

Allan TimmermannProfessor of Finance and Economics, UCSDПотвърден имейл адрес: ucsd.edu
Tim BollerslevDuke UniversityПотвърден имейл адрес: duke.edu
Rogier QuaedvliegEuropean Central BankПотвърден имейл адрес: ecb.europa.eu
Kevin SheppardUniversity Lecturer, University of OxfordПотвърден имейл адрес: economics.ox.ac.uk
Tarun RamadoraiProfessor of Financial Economics, Imperial College LondonПотвърден имейл адрес: imperial.ac.uk
Robert EngleNew York UniversityПотвърден имейл адрес: stern.nyu.edu
Yanqin FanUniversity of WashingtonПотвърден имейл адрес: uw.edu
Dimitris N. PolitisUCSDПотвърден имейл адрес: ucsd.edu
Xiaohong ChenProfessor of Economics, Yale UniversityПотвърден имейл адрес: yale.edu
Michael StreatfieldDPhil University of OxfordПотвърден имейл адрес: sbs.ox.ac.uk
Timo TerasvirtaAarhus UniversityПотвърден имейл адрес: econ.au.dk
Brian WellerNetflixПотвърден имейл адрес: netflix.com
Colm KearneyMonash Business School, Monash UniversityПотвърден имейл адрес: monash.edu
Johanna ZiegelProfessor for Applied Stochastics, University of BernПотвърден имейл адрес: stat.unibe.ch
Mathias DrehmannBank for International SettlementsПотвърден имейл адрес: bis.org
Marcelo C. MedeirosProfessor, Department of Economics, The University of Illinois at Urbana-ChampaignПотвърден имейл адрес: illinois.edu
Asger LundePartner, Copenhagen EconomicsПотвърден имейл адрес: copenhageneconomics.com
Peter HansenHenry A. Latané Distinguished Professor, Dept. of Economics, University of North Carolina & VisitingПотвърден имейл адрес: unc.edu
Patrick SchmidtUniversity of ZurichПотвърден имейл адрес: uzh.ch
Timo DimitriadisHeidelberg University, HITS HeidelbergПотвърден имейл адрес: awi.uni-heidelberg.de

Следене

Andrew Patton

Zelter Family Professor of Economics and Finance, Duke University

Потвърден имейл адрес: duke.edu - Начална страница

Financial econometrics Economic forecasting Econometrics Finance Economics


Заглавие Сортиране по цитати Сортиране по година Сортиране по заглавие	Позовавания Позовавания	Година
Modelling asymmetric exchange rate dependence AJ Patton International economic review 47 (2), 527-556, 2006	2816*	2006
Volatility forecast comparison using imperfect volatility proxies AJ Patton Journal of Econometrics 160 (1), 246-256, 2011	1190	2011
What good is a volatility model? RF Engle, AJ Patton Quantitative finance 1 (2), 237, 2001	1126	2001
On the out-of-sample importance of skewness and asymmetric dependence for asset allocation AJ Patton Journal of financial econometrics 2 (1), 130-168, 2004	800	2004
Good volatility, bad volatility: Signed jumps and the persistence of volatility AJ Patton, K Sheppard Review of Economics and Statistics 97 (3), 683-697, 2015	648	2015
A review of copula models for economic time series AJ Patton Journal of Multivariate Analysis 110, 4-18, 2012	601	2012
Estimation of multivariate models for time series of possibly different lengths AJ Patton Journal of applied econometrics 21 (2), 147-173, 2006	569	2006
Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes LY Liu, AJ Patton, K Sheppard Journal of Econometrics 187 (1), 293-311, 2015	546	2015
Copula–based models for financial time series AJ Patton Handbook of financial time series, 767-785, 2009	472	2009
Exploiting the errors: A simple approach for improved volatility forecasting T Bollerslev, AJ Patton, R Quaedvlieg Journal of Econometrics 192 (1), 1-18, 2016	359	2016
Correction to “Automatic block-length selection for the dependent bootstrap” by D. Politis and H. White A Patton, DN Politis, H White Econometric Reviews 28 (4), 372-375, 2009	351	2009
Copula methods for forecasting multivariate time series A Patton Handbook of economic forecasting 2, 899-960, 2013	343	2013
Why do forecasters disagree? Lessons from the term structure of cross-sectional dispersion AJ Patton, A Timmermann Journal of Monetary Economics 57 (7), 803-820, 2010	342	2010
Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts AJ Patton, A Timmermann Journal of Financial Economics 98 (3), 605-625, 2010	338	2010
Time-varying systemic risk: Evidence from a dynamic copula model of cds spreads DH Oh, AJ Patton Journal of Business & Economic Statistics 36 (2), 181-195, 2018	302	2018
Does beta move with news? Firm-specific information flows and learning about profitability AJ Patton, M Verardo The Review of Financial Studies 25 (9), 2789-2839, 2012	293	2012
Modeling dependence in high dimensions with factor copulas DH Oh, AJ Patton Journal of Business & Economic Statistics 35 (1), 139-154, 2017	276	2017
Multivariate GARCH modeling of exchange rate volatility transmission in the European monetary system C Kearney, AJ Patton Financial Review 35 (1), 29-48, 2000	265	2000
Evaluating volatility and correlation forecasts AJ Patton, K Sheppard Handbook of financial time series, 801-838, 2009	262	2009
Are “market neutral” hedge funds really market neutral? AJ Patton The Review of Financial Studies 22 (7), 2495-2530, 2009	254	2009

Системата не може да изпълни операцията сега. Опитайте отново по-късно.

Статии 1–20

Позовавания годишно

Дублирани описания

Обединени библиографски описания

Добавяне на съавториСъавтори

Следене

Позовавания

Съавтори