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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
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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
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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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Modelling dependence in high dimensions with factor copulas
Oh, Dong Hwan; Patton, Andrew J. - 2015
Persistent link: https://www.econbiz.de/10011409384
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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
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Daily house price indices : construction, modeling, and longer-run predictions
Bollerslev, Tim; Patton, Andrew J.; Wang, Wenjing - 2015 - 2. version
Persistent link: https://www.econbiz.de/10010464688