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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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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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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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Dynamic copula models and high frequency data
De Lira Salvatierra, Irving Arturo; Patton, Andrew J. - 2013
Persistent link: https://www.econbiz.de/10010231950
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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
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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. 605-625
Persistent link: https://www.econbiz.de/10008826984
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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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Why do forecasters disagree? : lessons from the term structure of cross-sectional dispersion
Patton, Andrew J.; Timmermann, Allan - In: Journal of monetary economics 57 (2010) 7, pp. 803-820
Persistent link: https://www.econbiz.de/10008905035