Feedback to SSRN

 
  • Selected
  • Entire List
 

Patton, Andrew J.


 SSRN Author Rank: 2,278 by Downloads
 

Duke University - Department of Economics


 213 Social Sciences Building
 Box 90097
 Durham, NC 27708-0204
 United States
 HOME PAGE: http://econ.duke.edu/~ap172/
 email address

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Patton, Andrew J.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
9,820
Total
Citations
571
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Are 'Market Neutral' Hedge Funds Really Market Neutral? | Show Abstract | Download This Paper | Open PDF in Browser |
EFA 2004 Maastricht Meetings Paper No. 2691
Number of Pages in PDF File: 33
Patton, Andrew J.
Duke University - Department of Economics
Posted:
23 Jun 04
1,285
(8,372)
29

2.   Incl. Electronic Paper
Patton, Andrew J.
Duke University - Department of Economics
Ramadorai, Tarun
University of Oxford - Said Business School
Streatfield, Michael
University of Oxford - Said Business School
Posted:
30 Sep 11
Last Revised:
30 Jun 13
1,169
(9,780)
3

3.  
Patton, Andrew J.
Duke University - Department of Economics
Posted:
24 Jul 01
1,158
(9,917)
39

4.  
Chen, Xiaohong
Yale University - Cowles Foundation
Fan, Yanqin
Vanderbilt University - College of Arts and Science - Department of Economics
Patton, Andrew J.
Duke University - Department of Economics
Posted:
06 Mar 04
799
(17,584)
15

5.  
Patton, Andrew J.
Duke University - Department of Economics
Verardo, Michela
London School of Economics
Posted:
23 Mar 09
Last Revised:
11 Mar 12
590
(27,045)
13

6.   Incl. Electronic Paper
Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
Patton, Andrew J.
Duke University - Department of Economics
Posted:
17 Apr 01
Last Revised:
04 Nov 08
558
(29,173)
38

7.  
Estimation of Copula Models for Time Series of Possibly Different Lengths | Show Abstract | Download This Paper | Open PDF in Browser |
U of California, Econ. Disc. Paper No. 2001-17
Number of Pages in PDF File: 50
Patton, Andrew J.
Duke University - Department of Economics
Posted:
11 Dec 01
549
(29,859)
44

8.   Incl. Electronic Paper
Kruttli, Mathias
University of Oxford - Oxford-Man Institute of Quantitative Finance
Patton, Andrew J.
Duke University - Department of Economics
Ramadorai, Tarun
University of Oxford - Said Business School
Posted:
27 Jun 13
Last Revised:
08 Nov 14
525
(31,656)
 

9.   Incl. Electronic Paper
Patton, Andrew J.
Duke University - Department of Economics
Ramadorai, Tarun
University of Oxford - Said Business School
Posted:
29 Jun 11
Last Revised:
15 Jan 14
446
(39,054)
20

10.   Incl. Electronic Paper
Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
Patton, Andrew J.
Duke University - Department of Economics
Posted:
03 Nov 08
Last Revised:
07 Nov 08
385
(46,804)
45

11.  
Liu, Lily Y.
Duke University
Patton, Andrew J.
Duke University - Department of Economics
Sheppard, Kevin
University of Oxford - Department of Economics
Posted:
13 Feb 13
351
(52,429)
3

12.   Incl. Electronic Paper
Patton, Andrew J.
Duke University - Department of Economics
Posted:
06 Mar 04
Last Revised:
29 Jul 10
301
(62,725)
73

13.  
Good Volatility, Bad Volatility: Signed Jumps and the Persistence of Volatility | Show Abstract | Download This Paper | Open PDF in Browser |
Economic Research Initiatives at Duke (ERID) Working Paper No. 168
Number of Pages in PDF File: 63
Patton, Andrew J.
Duke University - Department of Economics
Sheppard, Kevin
University of Oxford - Department of Economics
Posted:
15 Oct 11
Last Revised:
18 Nov 13
272
(70,118)
11

14.   Incl. Electronic Paper
Patton, Andrew J.
Duke University - Department of Economics
Ramadorai, Tarun
University of Oxford - Said Business School
Posted:
22 Mar 10
Last Revised:
29 Jun 11
255
(75,143)
19

15.  
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Teräsvirta, Timo
Stockholm School of Economics - Department of Economics
Patton, Andrew J.
Duke University - Department of Economics
Posted:
06 Mar 04
203
(95,190)
14

16.  
Dynamic Copula Models and High Frequency Data | Show Abstract | Download This Paper | Open PDF in Browser |
Economic Research Initiatives at Duke (ERID) Working Paper No. 165
Number of Pages in PDF File: 37
De Lira Salvatierra, Irving Arturo
Duke University
Patton, Andrew J.
Duke University - Department of Economics
Posted:
26 Jun 13
Last Revised:
16 Nov 13
194
(99,468)
 

17.  
Time-Varying Systemic Risk: Evidence from a Dynamic Copula Model of CDS Spreads | Show Abstract | Download This Paper | Open PDF in Browser |
Economic Research Initiatives at Duke (ERID) Working Paper No. 167
Number of Pages in PDF File: 43
Oh, Dong Hwan
Duke University - Department of Economics
Patton, Andrew J.
Duke University - Department of Economics
Posted:
24 May 13
Last Revised:
16 Nov 13
173
(110,659)
3

18.  
Volatility Forecast Comparison Using Imperfect Volatility Proxies | Show Abstract | Download This Paper | Open PDF in Browser |
University of Technology Quantitative Finance Research Centre Research Paper No. 175
Number of Pages in PDF File: 45
Patton, Andrew J.
Duke University - Department of Economics
Posted:
02 Apr 10
149
(126,294)
55

19.  
Daily House Price Indexes: Construction, Modeling, and Longer-Run Predictions | Show Abstract | Download This Paper | Open PDF in Browser |
Economic Research Initiatives at Duke (ERID) Working Paper No. 166
Number of Pages in PDF File: 49
Bollerslev, Tim
Duke University - Finance
Patton, Andrew J.
Duke University - Department of Economics
Wenjing, Wang
Duke University
Posted:
15 Jun 13
Last Revised:
16 Nov 13
129
(142,241)
1

20.  
Asymptotic Inference about Predictive Accuracy Using High Frequency Data | Show Abstract | Download This Paper | Open PDF in Browser |
Economic Research Initiatives at Duke (ERID) Working Paper No. 163
Number of Pages in PDF File: 70
Li, Jia
Duke University
Patton, Andrew J.
Duke University - Department of Economics
Posted:
07 Jul 13
Last Revised:
16 Nov 13
116
(154,295)
 

21.   Incl. Electronic Paper
Patton, Andrew J.
Duke University - Department of Economics
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Posted:
15 Apr 05
Last Revised:
21 Jul 08
112
(158,427)
2

22.  
Patton, Andrew J.
Duke University - Department of Economics
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Posted:
21 Sep 08
54
(244,892)
 

23.  
Properties of Optimal Forecasts | Show Abstract | Add to Cart |
CEPR Discussion Paper No. 4037
Number of Pages in PDF File: 42
Patton, Andrew J.
Duke University - Department of Economics
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Posted:
22 Oct 03
32
(301,062)
25

24.  
Modelling Asymmetric Exchange Rate Dependence | Show Abstract | Add to Cart |
International Economic Review, Vol. 47, No. 2, pp. 527-556, May 2006
Number of Pages in PDF File: 30
Patton, Andrew J.
Duke University - Department of Economics
Posted:
08 May 06
13
(378,727)
108

25.  
Forecast Rationality Tests Based on Multi-Horizon Bounds | Show Abstract | Add to Cart |
CEPR Discussion Paper No. DP8194
Number of Pages in PDF File: 52
Patton, Andrew J.
Duke University - Department of Economics
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Posted:
31 Jan 11
1
(437,157)
9

26.  
Patton, Andrew J.
Duke University - Department of Economics
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Posted:
05 Jun 08
1
(437,157)
2

27.  
Copulas in Econometrics | Show Abstract |
Annual Review of Economics, Vol. 6, pp. 179-200, 2014
Fan, Yanqin
University of Washington - Department of Economics
Patton, Andrew J.
Duke University - Department of Economics
Posted:
08 Aug 14
 

28.  
Are “Market Neutral” Hedge Funds Really Market Neutral? | Show Abstract |
The Review of Financial Studies, Vol. 22, Issue 7, pp. 2295-2330, 2009
Patton, Andrew J.
Duke University - Department of Economics
Posted:
22 Jun 09
 

29.  
Kearney, Colm
Monash University - Faculty of Business and Economics
Patton, Andrew J.
Duke University - Department of Economics
Posted:
18 Feb 00
 


Records 1 - 29 of 29 matches
[ 1 ]

© 2015 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo4 in 0.704 seconds