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~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~person:"Patton, Andrew J."
~subject:"Economic forecast"
~subject:"Financial crisis"
~subject:"Forecasting model"
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Patton, Andrew J.
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2
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Economic modelling
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Dynamic semiparametric models for expected shortfall (and Value-at-Risk)
Patton, Andrew J.
;
Ziegel, Johanna F.
;
Chen, Rui
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 388-413
Persistent link: https://www.econbiz.de/10012303806
Saved in:
2
Exploiting the errors : a simple approach for improved volatility
forecasting
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011610646
Saved in:
3
Modeling and
forecasting
(un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
Saved in:
4
High-dimensional copula-based distributions with mixed frequency data
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 349-366
Persistent link: https://www.econbiz.de/10011704954
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