| Modelling asymmetric exchange rate dependence AJ Patton International economic review 47 (2), 527-556, 2006 | 3132* | 2006 |
| Volatility forecast comparison using imperfect volatility proxies AJ Patton Journal of Econometrics 160 (1), 246-256, 2011 | 1530 | 2011 |
| What good is a volatility model? RF Engle, AJ Patton Forecasting volatility in the financial markets, 47-63, 2007 | 1292 | 2007 |
| On the out-of-sample importance of skewness and asymmetric dependence for asset allocation AJ Patton Journal of financial econometrics 2 (1), 130-168, 2004 | 896 | 2004 |
| Good volatility, bad volatility: Signed jumps and the persistence of volatility AJ Patton, K Sheppard Review of Economics and Statistics 97 (3), 683-697, 2015 | 843 | 2015 |
| A review of copula models for economic time series AJ Patton Journal of Multivariate Analysis 110, 4-18, 2012 | 760 | 2012 |
| Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes LY Liu, AJ Patton, K Sheppard Journal of Econometrics 187 (1), 293-311, 2015 | 732 | 2015 |
| Estimation of multivariate models for time series of possibly different lengths AJ Patton Journal of applied econometrics 21 (2), 147-173, 2006 | 620 | 2006 |
| Copula–based models for financial time series AJ Patton Handbook of financial time series, 767-785, 2009 | 533 | 2009 |
| Exploiting the errors: A simple approach for improved volatility forecasting T Bollerslev, AJ Patton, R Quaedvlieg Journal of Econometrics 192 (1), 1-18, 2016 | 500 | 2016 |
| Copula methods for forecasting multivariate time series A Patton Handbook of economic forecasting 2, 899-960, 2013 | 423 | 2013 |
| Why do forecasters disagree? Lessons from the term structure of cross-sectional dispersion AJ Patton, A Timmermann Journal of Monetary Economics 57 (7), 803-820, 2010 | 419 | 2010 |
| Correction to “Automatic block-length selection for the dependent bootstrap” by D. Politis and H. White A Patton, DN Politis, H White Econometric Reviews 28 (4), 372-375, 2009 | 411 | 2009 |
| Time-varying systemic risk: Evidence from a dynamic copula model of cds spreads DH Oh, AJ Patton Journal of Business & Economic Statistics 36 (2), 181-195, 2018 | 375 | 2018 |
| Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts AJ Patton, A Timmermann Journal of Financial Economics 98 (3), 605-625, 2010 | 374 | 2010 |
| Does beta move with news? Firm-specific information flows and learning about profitability AJ Patton, M Verardo The Review of Financial Studies 25 (9), 2789-2839, 2012 | 353 | 2012 |
| Dynamic semiparametric models for expected shortfall (and value-at-risk) AJ Patton, JF Ziegel, R Chen Journal of econometrics 211 (2), 388-413, 2019 | 342 | 2019 |
| Modeling dependence in high dimensions with factor copulas DH Oh, AJ Patton Journal of Business & Economic Statistics 35 (1), 139-154, 2017 | 339 | 2017 |
| Evaluating volatility and correlation forecasts AJ Patton, K Sheppard Handbook of financial time series, 801-838, 2009 | 300 | 2009 |
| Multivariate GARCH modeling of exchange rate volatility transmission in the European monetary system C Kearney, AJ Patton Financial Review 35 (1), 29-48, 2000 | 290 | 2000 |
Allan TimmermannProfessor of Finance and Economics, UCSDبريد إلكتروني تم التحقق منه على ucsd.edu
Tim BollerslevDuke Universityبريد إلكتروني تم التحقق منه على duke.edu
Rogier QuaedvliegABN Amroبريد إلكتروني تم التحقق منه على nl.abnamro.com
Kevin SheppardUniversity Lecturer, University of Oxfordبريد إلكتروني تم التحقق منه على economics.ox.ac.uk
Tarun RamadoraiProfessor of Financial Economics, Imperial College Londonبريد إلكتروني تم التحقق منه على imperial.ac.uk
Dong Hwan OhEconomist, Federal Reserve Boardبريد إلكتروني تم التحقق منه على frb.gov
Robert EngleNew York Universityبريد إلكتروني تم التحقق منه على stern.nyu.edu
Yanqin FanUniversity of Washingtonبريد إلكتروني تم التحقق منه على uw.eduXiaohong ChenProfessor of Economics, Yale Universityبريد إلكتروني تم التحقق منه على yale.edu
Brian WellerAirbnbبريد إلكتروني تم التحقق منه على airbnb.com
Michael StreatfieldDPhil University of Oxfordبريد إلكتروني تم التحقق منه على sbs.ox.ac.uk
Johanna ZiegelProfessor of Statistics, ETH Zurichبريد إلكتروني تم التحقق منه على ethz.ch
Colm KearneyMonash Business School, Monash Universityبريد إلكتروني تم التحقق منه على monash.edu
Mathias KruttliAssistant Professor, Kelley School of Business - Indiana Universityبريد إلكتروني تم التحقق منه على iu.edu
Richard A. DavisProfessor of Statistics, Columbia Universityبريد إلكتروني تم التحقق منه على stat.columbia.edu
Mathias DrehmannBank for International Settlementsبريد إلكتروني تم التحقق منه على bis.org
Marcelo C. MedeirosProfessor, Department of Economics, The University of Illinois at Urbana-Champaignبريد إلكتروني تم التحقق منه على illinois.edu
Haozhe ZhangDuke Universityبريد إلكتروني تم التحقق منه على duke.edu
