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Copula-Based Models for Financ...
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Patton, Andrew J.
200
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29
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23
Shephard, Neil
23
Oh, Dong Hwan
20
Tsomocos, Dimitrios P.
18
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17
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16
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15
Quaedvlieg, Rogier
15
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13
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13
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9
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Verardo, Michela
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7
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4
Granger, C. W. J.
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RePEc
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ECONIS (ZBW)
136
OLC EcoSci
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BASE
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51
Predictability of output growth and inflation : a multi-horizon survey approach
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
3
,
pp. 397-410
Persistent link: https://www.econbiz.de/10009232539
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52
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
-
2016
Persistent link: https://www.econbiz.de/10011447834
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53
Does anything beat 5-minute RV? : a comparison of realized measures across multiple asset classes
Liu, Lily Y.
;
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 293-311
Persistent link: https://www.econbiz.de/10011499439
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54
High-dimensional copula-based distributions with mixed frequency data
Oh, Dong Hwan
;
Patton, Andrew J.
-
2015
Persistent link: https://www.econbiz.de/10011409381
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55
Modelling dependence in high dimensions with factor copulas
Oh, Dong Hwan
;
Patton, Andrew J.
-
2015
Persistent link: https://www.econbiz.de/10011409384
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56
The impact of hedge funds on asset markets
Kruttli, Mathias S.
;
Patton, Andrew J.
;
Ramadorai, Tarun
- In:
Review of asset pricing studies
5
(
2015
)
2
,
pp. 185-226
Persistent link: https://www.econbiz.de/10011413729
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57
Daily house price indices : construction, modeling, and longer-run predictions
Bollerslev, Tim
;
Patton, Andrew J.
;
Wang, Wenjing
-
2015
-
2. version
Persistent link: https://www.econbiz.de/10010464688
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58
Testable implications for forecast optimality
Patton, Andrew J.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002814634
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59
Are "market neutral" hedge funds really market neutral?
Patton, Andrew J.
-
2004
Persistent link: https://www.econbiz.de/10002815328
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60
On the out-of-sample importance of skewness and asymetric dependence for asset allocation
Patton, Andrew J.
-
2003
Persistent link: https://www.econbiz.de/10001777017
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