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Properties of optimal forecasts
Patton, Andrew J.; Timmermann, Allan - 2003
Persistent link: https://www.econbiz.de/10001797250
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On the dynamics of hedge fund risk exposures
Patton, Andrew J.; Ramadorai, Tarun - 2010
Persistent link: https://www.econbiz.de/10003969312
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On the high-frequency dynamics of hedge fund risk exposures
Patton, Andrew J.; Ramadorai, Tarun - 2011
Persistent link: https://www.econbiz.de/10009259679
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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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Forecast rationality tests based on multi-horizon bounds
Patton, Andrew J.; Timmermann, Allan - 2011
Persistent link: https://www.econbiz.de/10008859019
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Change you can believe in? : hedge fund data revisions
Patton, Andrew J.; Ramadorai, Tarun; Streatfield, Michael - 2012
Persistent link: https://www.econbiz.de/10009526526
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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
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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
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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
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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