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Theorie
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32
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32
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27
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Patton, Andrew J.
202
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
Granger, C. W. J.
5
Wang, Wenjing
5
Weller, Brian M.
5
Chen, Xiaohong
4
De Lira Salvatierra, Irving Arturo
3
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
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
Ziegel, Johanna
2
Abad Díaz, David
1
Abudy, Menachem Meni
1
Adrian, Tobias
1
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3
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2
Econometric Society
1
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1
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1
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1
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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
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4
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4
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4
The journal of finance : the journal of the American Finance Association
4
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3
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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 Econometrics
3
Journal of applied econometrics
3
Journal of the American Statistical Association : JASA
3
NYU Working Paper
3
Review of Financial Studies
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
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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)
138
RePEc
44
OLC EcoSci
15
BASE
4
EconStor
3
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121
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:
122
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:
123
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
Saved in:
124
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
Saved in:
125
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
Saved in:
126
Copula methods for forecasting multivariate time series
Patton, Andrew J.
-
2013
Persistent link: https://www.econbiz.de/10011507033
Saved in:
127
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
Saved in:
128
Change you can believe in? : hedge fund data revisions
Patton, Andrew J.
;
Ramadoral, Tarun
;
Streatfield, Michael
- In:
The journal of finance : the journal of the American …
70
(
2015
)
3
,
pp. 963-999
Persistent link: https://www.econbiz.de/10011317973
Saved in:
129
Good volatility, bad volatility : signed jumps and the persistence of volatility
Patton, Andrew J.
;
Sheppard, Kevin
- In:
The review of economics and statistics
97
(
2015
)
3
,
pp. 683-697
Persistent link: https://www.econbiz.de/10011333073
Saved in:
130
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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