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Forecasting model
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32
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32
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28
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28
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Patton, Andrew J.
200
Timmermann, Allan
29
Bollerslev, Tim
23
Oh, Dong Hwan
20
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.
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1
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Journal of econometrics
19
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
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5
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4
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International journal of forecasting
3
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3
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3
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3
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3
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3
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3
Department of Economics discussion paper series / University of Oxford
2
Handbook of financial time series
2
IAM paper
2
International economic review
2
Journal of the American Statistical Association
2
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2
Annual Review of Economics
1
Annual review of economics
1
CREATES Research Paper
1
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Econometric Society 2004 North American Winter Meetings
1
Econometric reviews
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Economic Research Initiatives at Duke (ERID) Working Paper Forthcoming
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Forecasting volatility in the financial markets
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ECONIS (ZBW)
136
RePEc
44
OLC EcoSci
15
BASE
4
EconStor
3
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101
Change you can believe in? : hedge fund data revisions
Patton, Andrew J.
;
Ramadorai, Tarun
;
Streatfield, Michael
-
2012
Persistent link: https://www.econbiz.de/10009526526
Saved in:
102
Why do forecasters disagree? : lessons from the term structure of cross-sectional dispersion
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of monetary economics
57
(
2010
)
7
,
pp. 803-820
Persistent link: https://www.econbiz.de/10008905035
Saved in:
103
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
Saved in:
104
Monotonicity in asset returns : new tests with applications to the term structure, the CAPM, and portfolio sorts
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of financial economics
98
(
2010
)
3
,
pp. 605-625
Persistent link: https://www.econbiz.de/10008826984
Saved in:
105
Forecast rationality tests based on multi-horizon bounds
Patton, Andrew J.
;
Timmermann, Allan
-
2011
Persistent link: https://www.econbiz.de/10008859019
Saved in:
106
On the high-frequency dynamics of hedge fund risk exposures
Patton, Andrew J.
;
Ramadorai, Tarun
-
2011
Persistent link: https://www.econbiz.de/10009259679
Saved in:
107
Daily house price indexes : construction, modeling, and longer-run predictions
Bollerslev, Tim
;
Patton, Andrew J.
;
Wang, Wenjing
-
2013
Persistent link: https://www.econbiz.de/10010231930
Saved in:
108
Dynamic copula models and high frequency data
De Lira Salvatierra, Irving Arturo
;
Patton, Andrew J.
-
2013
Persistent link: https://www.econbiz.de/10010231950
Saved in:
109
The impact of hedge funds on asset markets
Kruttli, Mathias
;
Patton, Andrew J.
;
Ramadorai, Tarun
-
2013
Persistent link: https://www.econbiz.de/10010231955
Saved in:
110
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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