//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Are "market neutral" hedge fun...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Forecasting model
52
Prognoseverfahren
52
Theorie
50
Theory
50
Time series analysis
32
Zeitreihenanalyse
32
Volatility
29
Volatilität
29
Multivariate Verteilung
17
Multivariate distribution
17
Capital income
15
Hedge fund
15
Hedgefonds
15
Kapitaleinkommen
15
Estimation
14
Schätzung
14
Correlation
13
Forecasting
12
Korrelation
11
Portfolio selection
11
Portfolio-Management
11
USA
11
United States
11
ARCH model
10
ARCH-Modell
10
Financial market
10
Finanzmarkt
10
Statistical distribution
9
Statistische Verteilung
9
Estimation theory
8
Risikomaß
8
Risk measure
8
Schätztheorie
8
Welt
8
World
8
Analysis of variance
7
Börsenkurs
7
Share price
7
Varianzanalyse
7
CAPM
6
more ...
less ...
Online availability
All
Free
91
Undetermined
56
Type of publication
All
Book / Working Paper
111
Article
93
Type of publication (narrower categories)
All
Article in journal
48
Aufsatz in Zeitschrift
48
Working Paper
39
Arbeitspapier
37
Graue Literatur
37
Non-commercial literature
37
Aufsatz im Buch
4
Book section
4
Article
1
Aufsatzsammlung
1
more ...
less ...
Language
All
English
134
Undetermined
70
Author
All
Patton, Andrew J.
201
Timmermann, Allan
29
Bollerslev, Tim
23
Oh, Dong Hwan
21
Quaedvlieg, Rogier
15
Sheppard, Kevin
14
Ramadorai, Tarun
12
Engle, Robert F.
8
Verardo, Michela
8
Fan, Yanqin
7
Teräsvirta, Timo
7
Li, Jia
6
Weller, Brian M.
5
Chen, Xiaohong
4
Granger, C. W. J.
4
Wang, Wenjing
4
Dimitriadis, Timo
3
Granger, Clive W.J.
3
Liu, Lily Y.
3
Medeiros, Marcelo C.
3
Schmidt, Patrick W.
3
Streatfield, Michael
3
Zhang, Haozhe
3
Barendse, Sander
2
Chen, Rui
2
De Lira Salvatierra, Irving
2
De Lira Salvatierra, Irving Arturo
2
Horvath, Peter
2
Inoue, Atsushi
2
Kearney, Colm
2
Kilian, Lutz
2
Kruttli, Mathias
2
Kruttli, Mathias S.
2
Liao, Zhipeng
2
PATTON, ANDREW J.
2
RAMADORAI, TARUN
2
Wenjing, Wang
2
Ziegel, Johanna F.
2
Bandi, Federico M.
1
Engle, R. F.
1
more ...
less ...
Institution
All
Duke University, Department of Economics
5
London School of Economics (LSE)
5
Department of Economics, Oxford University
3
School of Economics and Management, University of Aarhus
3
Finance Research Centre, Oxford University
2
Econometric Society
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
Ekonomiska forskningsinstitutet <Stockholm>
1
London School of Economics and Political Science
1
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
1
Suntory-Toyota International Centre for Economics and Related Disciplines
1
more ...
less ...
Published in...
All
Journal of econometrics
20
ERID working paper
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Discussion paper / Centre for Economic Policy Research
7
Journal of Business & Economic Statistics
5
LSE Research Online Documents on Economics
5
The review of financial studies
5
Working Papers / Duke University, Department of Economics
5
Discussion paper / Department of Economics, University of California San Diego
4
Finance and economics discussion series
4
Journal of Econometrics
4
Journal of financial economics
4
CREATES Research Papers
3
CREATES research paper
3
Discussion paper series / LSE Financial Markets Group
3
Economic Research Initiatives at Duke (ERID) Working Paper
3
Economics Series Working Papers / Department of Economics, Oxford University
3
FEDS Working Paper
3
International journal of forecasting
3
Journal of applied econometrics
3
Journal of the American Statistical Association : JASA
3
NYU Working Paper
3
Review of Financial Studies
3
The journal of finance : the journal of the American Finance Association
3
Department of Economics discussion paper series / University of Oxford
2
Handbook of financial time series
2
International economic review
2
Journal of the American Statistical Association
2
OFRC Working Papers Series
2
Annual Review of Economics
1
Annual review of economics
1
CREATES Research Paper
1
Discussion paper / LSE Financial Markets Group
1
Econometric Society 2004 North American Winter Meetings
1
Econometric reviews
1
Econometrics papers
1
Economic Research Initiatives at Duke (ERID) Working Paper Forthcoming
1
Economics letters
1
Forecasting volatility in the financial markets
1
Handbook of economic forecasting ; Volume 2B
1
more ...
less ...
Source
All
ECONIS (ZBW)
136
RePEc
46
OLC EcoSci
15
BASE
4
EconStor
3
Showing
1
-
10
of
204
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation of multivariate models for time series of possibly different lengths
Patton, Andrew J.
- In:
Journal of applied econometrics
21
(
2006
)
2
,
pp. 147-173
Persistent link: https://www.econbiz.de/10003310036
Saved in:
2
Copula-based models for financial time series
Patton, Andrew J.
- In:
Handbook of financial time series
,
(pp. 767-785)
.
2009
Persistent link: https://www.econbiz.de/10003834225
Saved in:
3
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:
4
Data-based ranking of realised volatility estimators
Patton, Andrew J.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 284-303
Persistent link: https://www.econbiz.de/10009242129
Saved in:
5
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:
6
On the out-of-sample importance of skewness and asymmetric dependence for asset allocation
Patton, Andrew J.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
1
,
pp. 130-168
Persistent link: https://www.econbiz.de/10002214229
Saved in:
7
Estimation of copula models for time series of possibly different lenghts
Patton, Andrew J.
-
2001
Persistent link: https://www.econbiz.de/10001637762
Saved in:
8
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:
9
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:
10
Modelling asymmetric exchange rate dependence
Patton, Andrew J.
- In:
International economic review
47
(
2006
)
2
,
pp. 527-556
Persistent link: https://www.econbiz.de/10003321487
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->