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Theorie
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Engle, Robert F.
130
Patton, Andrew J.
49
Bollerslev, Tim
9
Rosenberg, Joshua V.
9
De Nard, Gianluca
8
Ledoit, Olivier
8
Manganelli, Simone
8
Wolf, Michael
8
Cipollini, Fabrizio
7
Gallo, Giampiero M.
7
Timmermann, Allan
7
Granger, C. W. J.
6
Oh, Dong Hwan
6
Russell, Jeffrey R.
6
Coulson, N. Edward
5
Teräsvirta, Timo
5
Hylleberg, Svend
4
Kane, Alex
4
Quaedvlieg, Rogier
4
Dufour, Alfonso
3
Kelly, Bryan T.
3
Kozicki, Sharon
3
Lee, Gary G. J.
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Li, Jia
3
Ng, Victor K.
3
Acharya, Viral V.
2
Bali, Turan G.
2
Barendse, Sander
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Brown, Scott J.
2
Brown, Scott James
2
Chen, Rui
2
Cho, Young-hye
2
Fan, Yanqin
2
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2
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2
Issler, João Victor
2
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2
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2
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10
Journal of econometrics
10
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4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Handbooks in economics
4
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2
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2
Journal of urban economics
2
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2
Restoring financial stability : how to repair a failed system
2
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2
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2
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2
Advances in futures and options research : a research annual
1
Annual review of economics
1
Chung-hua series of lectures by invited eminent economists
1
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1
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1
Econometric theory
1
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1
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1
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1
Financial analysts journal : FAJ
1
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Handbook of econometrics : volume 2
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ECONIS (ZBW)
179
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1
Are "market neutral" hedge funds really market neutral?
Patton, Andrew J.
- In:
The review of financial studies
22
(
2009
)
7
,
pp. 2495-2530
Persistent link: https://www.econbiz.de/10003866761
Saved in:
2
Volatillity forecast comparison using imperfect volatility proxies
Patton, Andrew J.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 246-256
Persistent link: https://www.econbiz.de/10009242521
Saved in:
3
Estimation of copula models for time series of possibly different lenghts
Patton, Andrew J.
-
2001
Persistent link: https://www.econbiz.de/10001637762
Saved in:
4
Comparing possibly misspecified forecasts
Patton, Andrew J.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 796-809
Persistent link: https://www.econbiz.de/10012313371
Saved in:
5
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
Saved in:
6
Zeitabhängige Volatilität und instationäre Zeitreihen : zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
Hassler, Uwe
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
83
(
2003
)
12
,
pp. 811-816
Persistent link: https://www.econbiz.de/10001858207
Saved in:
7
Common factors in conditional distributions for bivariate time series
Granger, C. W. J.
;
Teräsvirta, Timo
;
Patton, Andrew J.
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 43-57
Persistent link: https://www.econbiz.de/10003320239
Saved in:
8
Forecast rationality tests based on multi-horizon bounds
Patton, Andrew J.
;
Timmermann, Allan
-
2011
Persistent link: https://www.econbiz.de/10008859019
Saved in:
9
Testing forecast otimality under unknown loss
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
480
,
pp. 1172-1184
Persistent link: https://www.econbiz.de/10003625329
Saved in:
10
Properties of optimal forecasts under asymmetric loss and nonlinearity
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 884-918
Persistent link: https://www.econbiz.de/10003570041
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