Narrow search
Showing 1 - 10 of 58
Cover Image
Comparing possibly misspecified forecasts
Patton, Andrew J. - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 4, pp. 796-809
Persistent link: https://www.econbiz.de/10012313371
Cover Image
Properties of optimal forecasts
Patton, Andrew J.; Timmermann, Allan - 2003
Persistent link: https://www.econbiz.de/10001797250
Cover Image
On the dynamics of hedge fund risk exposures
Patton, Andrew J.; Ramadorai, Tarun - 2010
Persistent link: https://www.econbiz.de/10003969312
Cover Image
On the high-frequency dynamics of hedge fund risk exposures
Patton, Andrew J.; Ramadorai, Tarun - 2011
Persistent link: https://www.econbiz.de/10009259679
Cover Image
The impact of hedge funds on asset markets
Kruttli, Mathias; Patton, Andrew J.; Ramadorai, Tarun - 2014
Persistent link: https://www.econbiz.de/10010416816
Cover Image
Forecast rationality tests based on multi-horizon bounds
Patton, Andrew J.; Timmermann, Allan - 2011
Persistent link: https://www.econbiz.de/10008859019
Cover Image
Change you can believe in? : hedge fund data revisions
Patton, Andrew J.; Ramadorai, Tarun; Streatfield, Michael - 2012
Persistent link: https://www.econbiz.de/10009526526
Cover Image
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
Cover Image
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
Cover Image
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