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Modeling dependence in high di...
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Patton, Andrew J.
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23
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15
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14
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191
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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192
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
Saved in:
193
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
Saved in:
194
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
Saved in:
195
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
Saved in:
196
Volatility forecast comparison using imperfect volatility proxies
Patton, Andrew J.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 246-257
Persistent link: https://www.econbiz.de/10008770540
Saved in:
197
Data-based ranking of realised volatility estimators
Patton, Andrew J.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 284-304
Persistent link: https://www.econbiz.de/10008877462
Saved in:
198
Optimal combinations of realised volatility estimators
Patton, Andrew J.
;
Sheppard, Kevin
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 218-239
Persistent link: https://www.econbiz.de/10008892144
Saved in:
199
Optimal combinations of realised volatility estimators
Patton, Andrew J.
;
Sheppard, Kevin
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 218-238
Persistent link: https://www.econbiz.de/10008231952
Saved in:
200
Estimation of multivariate models for time series of possibly different lengths
Patton, Andrew J.
- In:
Journal of applied econometrics
21
(
2006
)
2
,
pp. 147-174
Persistent link: https://www.econbiz.de/10006955192
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