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Modeling dependence in high di...
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Patton, Andrew J.
202
Timmermann, Allan
29
Oh, Dong Hwan
27
Bollerslev, Tim
23
Quaedvlieg, Rogier
15
Sheppard, Kevin
14
Ramadorai, Tarun
12
Engle, Robert F.
8
Verardo, Michela
8
Fan, Yanqin
7
Teräsvirta, Timo
7
Li, Jia
6
Granger, C. W. J.
5
Wang, Wenjing
5
Weller, Brian M.
5
Chen, Xiaohong
4
Dobrev, Dobrislav
4
Nesmith, Travis D.
4
De Lira Salvatierra, Irving Arturo
3
Dimitriadis, Timo
3
Granger, Clive W.J.
3
Liu, Lily Y.
3
Medeiros, Marcelo C.
3
Schmidt, Patrick W.
3
Streatfield, Michael
3
Zhang, Haozhe
3
Barendse, Sander
2
Chen, Rui
2
Horvath, Peter
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Inoue, Atsushi
2
Kearney, Colm
2
Kilian, Lutz
2
Kruttli, Mathias
2
Kruttli, Mathias S.
2
Liao, Zhipeng
2
PATTON, ANDREW J.
2
RAMADORAI, TARUN
2
Ziegel, Johanna
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ECONIS (ZBW)
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RePEc
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OLC EcoSci
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EconStor
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61
Forecast rationality tests based on multi-horizon bounds
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009558975
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62
Change you can believe in? : hedge fund data revisions
Patton, Andrew J.
;
Ramadorai, Tarun
;
Streatfield, Michael
-
2012
Persistent link: https://www.econbiz.de/10009526526
Saved in:
63
Daily house price indices : construction, modeling, and longer-run predictions
Bollerslev, Tim
;
Patton, Andrew J.
;
Wang, Wenjing
-
2015
-
2. version
Persistent link: https://www.econbiz.de/10010464688
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64
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/10009730850
Saved in:
65
Does anything beat 5-minute RV? : a comparison of realized measures across multiple asset classes
Liu, Lily Y.
;
Patton, Andrew J.
;
Sheppard, Kevin
-
2013
Persistent link: https://www.econbiz.de/10009732799
Saved in:
66
Common factors in conditional distributions for bivariate time series
Granger, C. W. J.
;
Teräsvirta, Timo
;
Patton, Andrew J.
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 43-57
Persistent link: https://www.econbiz.de/10003320239
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67
Modelling asymmetric exchange rate dependence
Patton, Andrew J.
- In:
International economic review
47
(
2006
)
2
,
pp. 527-556
Persistent link: https://www.econbiz.de/10003321487
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68
Volatility forecast comparison using imperfect volatility proxies
Patton, Andrew J.
-
2006
Persistent link: https://www.econbiz.de/10003329784
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69
Evaluating volatility and correlation forecasts
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Handbook of financial time series
,
(pp. 801-838)
.
2009
Persistent link: https://www.econbiz.de/10003834236
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70
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/10003870045
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