مقالات بحثية تمّ التفويض بإتاحتها للجميع - Andrew Pattonمزيد من المعلومات
عدد المقالات البحثية غير المتاحة للجميع في أي موقع: 1
The Mathematics and Statistics of Quantitative Risk Management
RA Davis, P Embrechts, T Mikosch, AJ Patton
Oberwolfach Reports 12 (3), 2481-2532, 2016
التفويضات: US National Science Foundation
عدد المقالات البحثية المتاحة للجميع في موقع ما: 10
Exploiting the errors: A simple approach for improved volatility forecasting
T Bollerslev, AJ Patton, R Quaedvlieg
Journal of Econometrics 192 (1), 1-18, 2016
التفويضات: Danish National Research Foundation, Netherlands Organisation for Scientific …
Modeling and forecasting (un) reliable realized covariances for more reliable financial decisions
T Bollerslev, AJ Patton, R Quaedvlieg
Journal of Econometrics 207 (1), 71-91, 2018
التفويضات: Danish National Research Foundation, Netherlands Organisation for Scientific …
Nonstandard errors
AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...
The Journal of Finance 79 (3), 2339-2390, 2024
التفويضات: Austrian Science Fund, Knut and Alice Wallenberg Foundation, Marcus and …
Realized semicovariances
T Bollerslev, J Li, AJ Patton, R Quaedvlieg
Econometrica 88 (4), 1515-1551, 2020
التفويضات: Australian Research Council, Netherlands Organisation for Scientific Research
Daily house price indices: Construction, modeling, and longer‐run predictions
T Bollerslev, AJ Patton, W Wang
Journal of Applied Econometrics 31 (6), 1005-1025, 2016
التفويضات: US National Science Foundation, Danish National Research Foundation
Realized semibetas: Disentangling “good” and “bad” downside risks
T Bollerslev, AJ Patton, R Quaedvlieg
Journal of Financial Economics 144 (1), 227-246, 2022
التفويضات: Australian Research Council, Netherlands Organisation for Scientific Research
Multivariate leverage effects and realized semicovariance GARCH models
T Bollerslev, AJ Patton, R Quaedvlieg
Journal of Econometrics 217 (2), 411-430, 2020
التفويضات: Netherlands Organisation for Scientific Research
Asymptotic inference about predictive accuracy using high frequency data
J Li, AJ Patton
Journal of Econometrics 203 (2), 223-240, 2018
التفويضات: US National Science Foundation
From zero to hero: Realized partial (co) variances
T Bollerslev, MC Medeiros, AJ Patton, R Quaedvlieg
Journal of Econometrics 231 (2), 348-360, 2022
التفويضات: Australian Research Council, Netherlands Organisation for Scientific Research
Realized semibetas: Signs of things to come
T Bollerslev, AJ Patton, R Quaedvlieg
Available at SSRN 3528276, 2020
التفويضات: Australian Research Council, Netherlands Organisation for Scientific Research
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