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Engle, Robert F.
54
Patton, Andrew J.
14
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5
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4
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3
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8
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Multivariate GARCH Modeling of Exchange Rate Volatility Transmission in the European Monetary System
Kearney, Colm
;
Patton, Andrew J.
- In:
The financial review : the official publication of the …
35
(
2000
)
1
,
pp. 29-48
Persistent link: https://www.econbiz.de/10005960440
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2
MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE
Patton, Andrew J.
- In:
International economic review
47
(
2006
)
2
,
pp. 527-556
Persistent link: https://www.econbiz.de/10006108072
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3
Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of financial economics
98
(
2010
)
3
,
pp. 605-626
Persistent link: https://www.econbiz.de/10008706032
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4
Simulated Method of Moments Estimation for Copula-Based Multivariate Models
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of the American Statistical Association : JASA
108
(
2013
)
502
,
pp. 689-700
Persistent link: https://www.econbiz.de/10010141623
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5
Are "Market Neutral" Hedge Funds Really Market Neutral?
Patton, Andrew J.
- In:
The review of financial studies
22
(
2013
)
7
,
pp. 2495-2494
Persistent link: https://www.econbiz.de/10010114142
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6
Does Beta Move with News? Firm-Specific Information Flows and Learning about Profitability
Patton, Andrew J.
;
Verardo, Michela
- In:
The review of financial studies
25
(
2013
)
9
,
pp. 2789-2788
Persistent link: https://www.econbiz.de/10010114251
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7
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/10007761409
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8
Testing Forecast Optimality 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/10007897778
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9
Common factors in conditional distributions for bivariate time series
Granger, Clive W.J.
;
Teräsvirta, Timo
;
Patton, Andrew J.
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 43-58
Persistent link: https://www.econbiz.de/10007259644
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10
On the High‐Frequency Dynamics of Hedge Fund Risk Exposures
PATTON, ANDREW J.
;
RAMADORAI, TARUN
- In:
The journal of finance : the journal of the American …
68
(
2013
)
2
,
pp. 597-635
Persistent link: https://www.econbiz.de/10010089360
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