Andrew J. Patton
发表
Rui Chen,
Andrew J. Patton,
Johanna F. Ziegel,
2017,
Journal of Econometrics.
Robert F. Engle,
Andrew J. Patton,
R. Engle,
2000
.
Tim Bollerslev,
Andrew J. Patton,
Rogier Quaedvlieg,
2016,
Journal of Econometrics.
Andrew J. Patton,
2012,
J. Multivar. Anal..
Andrew J. Patton,
Brian M. Weller,
2019
.
Tim Bollerslev,
Andrew J. Patton,
Rogier Quaedvlieg,
2016
.
Dong Hwan Oh,
Andrew J. Patton,
D. Oh,
2020,
Finance and Economics Discussion Series.
Andrew J. Patton,
2006
.
Andrew J. Patton,
C. Granger,
T. Teräsvirta,
2003
.
Andrew J. Patton,
2002
.
Dong Hwan Oh,
Andrew J. Patton,
D. Oh,
2013
.
Andrew J. Patton,
2002
.
Andrew J. Patton,
2013
.
Andrew J. Patton,
2006
.
Andrew J. Patton,
R. Engle,
2001
.
Andrew J. Patton,
Incomplete,
2005
.
Kevin Sheppard,
Andrew J. Patton,
Kevin Sheppard,
2009
.
Andrew J. Patton,
Brian M. Weller,
2019
.
Andrew J. Patton,
2018
.
Andrew J. Patton,
Brian M. Weller,
2018
.
Andrew J. Patton,
2006
.
Andrew J. Patton,
Yanqin Fan,
2014
.
Andrew J. Patton,
2002
.
Andrew J. Patton,
2009
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Andrew J. Patton,
2011
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Andrew J. Patton,
Dimitris N. Politis,
H. White,
2009
.
Andrew J. Patton,
Allan Timmermann,
A. Timmermann,
2010
.
Kevin Sheppard,
Andrew J. Patton,
Kevin Sheppard,
2012
.
Andrew J. Patton,
Allan Timmermann,
A. Timmermann,
2011
.
Andrew J. Patton,
2004
.
Dong Hwan Oh,
Andrew J. Patton,
D. Oh,
2015
.
Andrew J. Patton,
Michela Verardo,
Michela Verardo,
2012
.
Andrew J. Patton,
Allan Timmermann,
A. Timmermann,
2007
.
Andrew J. Patton,
Allan Timmermann,
A. Timmermann,
2011
.
Andrew J. Patton,
2020,
Journal of Business & Economic Statistics.
Andrew J. Patton,
2015
.
Andrew J. Patton,
T. Bollerslev,
Andrew J Patton,
2014
.
Andrew J. Patton,
Michela Verardo,
Michela Verardo,
2009
.
Multivariate GARCH Modeling of Exchange Rate Volatility Transmission in the European Monetary System
Andrew J. Patton,
Colm Kearney,
C. Kearney,
2000
.
Dong Hwan Oh,
Andrew J. Patton,
Andrew J. Patton,
2015
.
Andrew J. Patton,
Allan Timmermann,
A. Timmermann,
2010
.
Kevin Sheppard,
Andrew J. Patton,
Kevin Sheppard,
2009
.
Kevin Sheppard,
Andrew J. Patton,
Kevin Sheppard,
2013,
Review of Economics and Statistics.
Robert F. Engle,
Andrew J. Patton,
2001
.
Andrew J. Patton,
Brian M. Weller,
2019,
Journal of Financial Economics.
Andrew J. Patton,
T. Bollerslev,
Jia Li,
2017
.
Andrew J. Patton,
2001
.
Andrew J. Patton,
A. Timmermann,
2010
.
Andrew J. Patton,
A. Timmermann,
2007
.
Andrew J. Patton,
Kevin Sheppard,
Sı́lvia Gonçalves,
2022,
Journal of Business & Economic Statistics.
Andrew J. Patton,
T. Ramadorai,
M. Streatfield,
2015
.
Andrew J. Patton,
T. Ramadorai,
M. Streatfield,
2012
.
Andrew J. Patton,
T. Ramadorai,
M. Streatfield,
2012
.
Andrew J. Patton,
T. Bollerslev,
W. Wenjing,
2013
.
Andrew J. Patton,
T. Ramadorai,
M. Streat,
2011
.
Andrew J. Patton,
D. Oh,
2013
.
Andrew J. Patton,
A. Timmermann,
2007
.
Andrew J. Patton,
A. Timmermann,
2008
.
Andrew J. Patton,
T. Bollerslev,
R. Quaedvlieg,
2017
.
Andrew J. Patton,
A. Timmermann,
2003
.
Andrew J. Patton,
2001
.
Andrew J. Patton,
Andrew J. Patton,
Dong Hwan Oh,
2013
.
Andrew J. Patton,
Mathias Drehmann,
2005
.
Andrew J. Patton,
Tarun Ramadorai,
T. Ramadorai,
2011
.
Andrew J. Patton,
Maria Ana Vitorino,
Ioanid Roşu,
2006
.
Kenneth I. Winston,
Andrew J. Patton,
Michael S. O'Doherty,
2016
.
Andrew J. Patton,
Patrick Schmidt,
Timo Dimitriadis,
2019,
SSRN Electronic Journal.
Andrew J. Patton,
Tarun Ramadorai,
Mathias S. Kruttli,
2014
.
Andrew J. Patton,
T. Bollerslev,
R. Quaedvlieg,
2021,
Journal of Financial Economics.
Andrew J. Patton,
T. Bollerslev,
R. Quaedvlieg,
2020,
SSRN Electronic Journal.
Andrew J. Patton,
Irving De Lira Salvatierra,
2013
.
Andrew J. Patton,
A. Timmermann,
2004
.
Andrew J. Patton,
T. Bollerslev,
R. Quaedvlieg,
2021,
Journal of Econometrics.
Andrew J. Patton,
T. Bollerslev,
Wenjing Wang,
2016
.
Andrew J. Patton,
2004
.
Andrew J. Patton,
A. Timmermann,
2008
.
Andrew J. Patton,
A. Timmermann,
2008
.
Andrew J. Patton,
A. Timmermann,
2007
.
Markus K. Brunnermeier,
Andrew J. Patton,
L. Kogan,
2007
.
Andrew J. Patton,
Yasin Şimşek,
2023,
Social Science Research Network.
Andrew J. Patton,
D. Oh,
2021,
SSRN Electronic Journal.
Andrew J. Patton,
A. Timmermann,
2007
.
Andrew J. Patton,
Andrew J. Patton,
2001
.
Andrew J. Patton,
Haozhe Zhang,
Tim Bollerslev,
2021,
SSRN Electronic Journal.
Andrew J. Patton,
Jia Li,
2013
.
Andrew J. Patton,
T. Bollerslev,
R. Quaedvlieg,
2018,
Journal of Econometrics.
Andrew J. Patton,
T. Bollerslev,
Jia Li,
2019
.
Yanqin Fan,
Andrew J. Patton,
Xiaohong Chen,
2004
.
Andrew J. Patton,
T. Ramadorai,
Tarun Ramadorai,
2010
.
Andrew J. Patton,
Sander Barendse,
2020,
Journal of Business & Economic Statistics.
Andrew J. Patton,
D. Oh,
2013
.