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Dynamic copula models and high frequency data
De Lira Salvatierra, Irving Arturo; Patton, Andrew J. - 2013
Persistent link: https://www.econbiz.de/10010231950
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The impact of hedge funds on asset markets
Kruttli, Mathias; Patton, Andrew J.; Ramadorai, Tarun - 2013
Persistent link: https://www.econbiz.de/10010231955
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Asymptotic inference about predictive accuracy using high frequency data
Li, Jia; Patton, Andrew J. - 2013
Persistent link: https://www.econbiz.de/10010231970
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Royal Economic Society Annual Conference 2014 special issue on large dimensional models
Patton, Andrew J.; Smith, Richard J. - In: The econometrics journal 19 (2016) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10011487477
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Dynamic copula models and high frequency data
De Lira Salvatierra, Irving Arturo; Patton, Andrew J. - In: Journal of empirical finance 30 (2015), pp. 120-135
Persistent link: https://www.econbiz.de/10011489292
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Copula methods for forecasting multivariate time series
Patton, Andrew J. - 2013
Persistent link: https://www.econbiz.de/10011507033
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Exploiting the errors : a simple approach for improved volatility forecasting
Bollerslev, Tim; Patton, Andrew J.; Quaedvlieg, Rogier - 2015
Persistent link: https://www.econbiz.de/10011517000
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Time-varying systemic risk : evidence from a dynamic copula model of CDS spreads
Oh, Dong Hwan; Patton, Andrew J. - 2013
Persistent link: https://www.econbiz.de/10010403811
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The impact of hedge funds on asset markets
Kruttli, Mathias; Patton, Andrew J.; Ramadorai, Tarun - 2014
Persistent link: https://www.econbiz.de/10010416816
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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