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Forecasting model
51
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32
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32
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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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5
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5
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3
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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
Working Papers / Duke University, Department of Economics
5
Discussion paper / Department of Economics, University of California San Diego
4
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4
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4
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4
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3
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3
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3
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3
FEDS Working Paper
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International journal of forecasting
3
Journal of Econometrics
3
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3
Journal of the American Statistical Association : JASA
3
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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
IAM paper
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
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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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111
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
Saved in:
112
What good is a volatility model?
Engle, Robert F.
;
Patton, Andrew J.
- In:
Forecasting volatility in the financial markets
,
(pp. 47-63)
.
2007
Persistent link: https://www.econbiz.de/10003872831
Saved in:
113
Correction to "Automatic block-length selection for the dependent bootstrap" by D. Politis and H. White
Patton, Andrew J.
;
Politis, Dimitris N.
;
White, Halbert
- In:
Econometric reviews
28
(
2009
)
4
,
pp. 372-375
Persistent link: https://www.econbiz.de/10003864027
Saved in:
114
On the high-frequency dynamics of hedge fund risk exposures
Patton, Andrew J.
;
Ramadorai, Tarun
- In:
The journal of finance : the journal of the American …
68
(
2013
)
2
,
pp. 597-635
Persistent link: https://www.econbiz.de/10009730850
Saved in:
115
Does anything beat 5-minute RV? : a comparison of realized measures across multiple asset classes
Liu, Lily Y.
;
Patton, Andrew J.
;
Sheppard, Kevin
-
2013
Persistent link: https://www.econbiz.de/10009732799
Saved in:
116
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:
117
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:
118
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:
119
Learning in real time : theory and empirical evidence from the term structure of survey forecasts
Patton, Andrew J.
;
Timmermann, Allan
-
2007
Persistent link: https://www.econbiz.de/10003574324
Saved in:
120
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
Saved in:
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