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What good is a volatility mode...
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ECONIS (ZBW)
338
RePEc
30
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21
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:
22
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:
23
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:
24
Forecast rationality tests based on multi-horizon bounds
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009558975
Saved in:
25
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:
26
Data-based ranking of realised volatility estimators
Patton, Andrew J.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 284-303
Persistent link: https://www.econbiz.de/10009242129
Saved in:
27
Volatillity forecast comparison using imperfect volatility proxies
Patton, Andrew J.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 246-256
Persistent link: https://www.econbiz.de/10009242521
Saved in:
28
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:
29
Copulas in econometrics
Fan, Yanqin
;
Patton, Andrew J.
- In:
Annual review of economics
6
(
2014
),
pp. 179-200
Persistent link: https://www.econbiz.de/10011380011
Saved in:
30
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
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