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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
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Copula-based models for financial time series
Patton, Andrew J. - In: Handbook of financial time series, (pp. 767-785). 2009
Persistent link: https://www.econbiz.de/10003834225
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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
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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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Testable implications for forecast optimality
Patton, Andrew J. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002814634
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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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Daily house price indexes : construction, modeling, and longer-run predictions
Bollerslev, Tim; Patton, Andrew J.; Wang, Wenjing - 2013
Persistent link: https://www.econbiz.de/10010231930
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The impact of hedge funds on asset markets
Kruttli, Mathias; Patton, Andrew J.; Ramadorai, Tarun - 2013
Persistent link: https://www.econbiz.de/10010231955
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Asymptotic inference about predictive accuracy using high frequency data
Li, Jia; Patton, Andrew J. - 2013
Persistent link: https://www.econbiz.de/10010231970
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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