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Andersen, Torben [Editor]; Davis, Richard A. [Other]; Kreiß, Jens-Peter [Other]; Mikosch, Thomas [Other]; Davis, Richard Alan [Editor]; Kreiß, Jens-Peter [Editor]; Mikosch, Thomas [Editor]

Handbook of financial time series

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Berlin, Heidelberg: Springer, 2009
Oh, Dong Hwan [Author] ; Patton, Andrew J. [Other]

High-Dimensional Copula-Based Distributions with Mixed Frequency Data

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[S.l.]: SSRN, [2015]

Published in: http://dx.doi.org/10.17016/FEDS.2015.050
Oh, Dong Hwan [Author] ; Patton, Andrew J. [Other]

Modelling Dependence in High Dimensions with Factor Copulas

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[S.l.]: SSRN, [2015]

Published in: http://dx.doi.org/10.17016/FEDS.2015.0511
Li, Jia [Author] ; Patton, Andrew J. [Other]

Asymptotic Inference about Predictive Accuracy Using High Frequency Data

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[S.l.]: SSRN, [2013]
De Lira Salvatierra, Irving [Author] ; Patton, Andrew J. [Other]

Dynamic Copula Models and High Frequency Data

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[S.l.]: SSRN, [2013]
Oh, Dong Hwan [Author] ; Patton, Andrew J. [Other]

Time-Varying Systemic Risk : Evidence from a Dynamic Copula Model of CDS Spreads

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[S.l.]: SSRN, [2013]
Engle, Robert F. [Author] ; Patton, Andrew J. [Other]

Impacts of Trades in an Error-Correction Model of Quote Prices

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[S.l.]: SSRN, [2008]

Published in: NYU Working Paper ; No. FIN-00-033
Engle, Robert F. [Author] ; Patton, Andrew J. [Other]

What Good is a Volatility Model?

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[S.l.]: SSRN, [2008]

Published in: NYU Working Paper ; No. S-DRP-01-03
Bollerslev, Tim [Author] ; Patton, Andrew J. [Other]; Quaedvlieg, Rogier [Other]

Realized Semibetas : Signs of Things to Come

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[S.l.]: SSRN, [2020]

Published in: Economic Research Initiatives at Duke (ERID) Working Paper Forthcoming
Bollerslev, Tim [Author] ; Patton, Andrew J. [Other]; Quaedvlieg, Rogier [Other]

Multivariate Leverage Effects and Realized Semicovariance GARCH Models

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[S.l.]: SSRN, [2018]
Kruttli, Mathias S. [Author] ; Patton, Andrew J. [Other]; Ramadorai, Tarun [Other]

The Impact of Hedge Funds on Asset Markets

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[S.l.]: SSRN, [2016]
Bollerslev, Tim [Author] ; Patton, Andrew J. [Other]; Quaedvlieg, Rogier [Other]

Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions

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[S.l.]: SSRN, [2016]
Bollerslev, Tim [Author] ; Patton, Andrew J. [Other]; Wenjing, Wang [Other]

Daily House Price Indexes : Construction, Modeling, and Longer-Run Predictions

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[S.l.]: SSRN, [2013]
Liu, Lily Y. [Author] ; Patton, Andrew J. [Other]; Sheppard, Kevin [Other]

Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes

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[S.l.]: SSRN, [2013]
Chen, Xiaohong [Author] ; Fan, Yanqin [Other]; Patton, Andrew J. [Other]

Simple Tests for Models of Dependence between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates

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[S.l.]: SSRN, [2004]
Patton, Andrew J. [Author]

A Disordered Genealogy and a New Family of Greek New Testament Manuscripts

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2024

Published in: Novum Testamentum ; 66(2024), 3, Seite 402-422
Patton, Andrew J. [Author]

Direct Copying in a Group of Gospel Manuscripts with Catenae

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2023

Published in: New Testament studies ; 69(2023), 4, Seite 445-461
Patton, Andrew J. [Author]

Unchaining the Scriptures

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2023

Published in: TC ; 28(2023), Seite 131-148
Patton, Andrew J. [Author]

Greek Catenae and the “Western” Order of the Gospels

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2022

Published in: Novum Testamentum ; 64(2022), 1, Seite 115-129
Patton, Andrew J. [Author] ; Weller, Brian [Other]

Testing for Unobserved Heterogeneity via K-Means Clustering

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[S.l.]: SSRN, [2019]

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