E-LIB Suche - Ergebnisse für: Patton, Andrew J.

1

Better the devil you know: Improved forecasts from imperfec..:

Oh, Dong Hwan ; Patton, Andrew J.
Journal of Econometrics. 242 (2024) 1 - p. 105767 , 2024

Link: https://doi.org/10.1016/..

2

Large-scale heterogeneities can alter the characteristics o..:

Patton, Andrew ; Goebel, Thomas ; Kwiatek, Grzegorz.
Physical Review E. 108 (2023) 1 - p. , 2023

Link: https://doi.org/10.1103/..

3

Dynamic factor copula models with estimated cluster assignm..:

Oh, Dong Hwan ; Patton, Andrew J.
Journal of Econometrics. 237 (2023) 2 - p. 105374 , 2023

Link: https://doi.org/10.1016/..

4

Alpha-1 Insight: A Mixed Method, Retrospective/Prospective,..:

Raveendran, Subhara ; Burke, Mary ; Singh, Deepshikha...
Journal of Allergy and Clinical Immunology. 151 (2023) 2 - p. AB182 , 2023

Link: https://doi.org/10.1016/..

5

Direct Copying in a Group of Gospel Manuscripts with Catena:

Patton, Andrew J.
New Testament Studies. 69 (2023) 4 - p. 445-461 , 2023

Link: https://doi.org/10.1017/..

6

The Irish Trainee Emergency Research Network (ITERN): five ..:

Foley, James ; Mulcaire, Jeffrey ; Jee, Marcus..
Irish Journal of Medical Science (1971 -). 193 (2023) 2 - p. 1015-1018 , 2023

Link: https://doi.org/10.1007/..

7

Editorial for special issue in honor of Francis X. Diebold:

Inoue, Atsushi ; Kilian, Lutz ; Patton, Andrew
Journal of Econometrics. 231 (2022) 2 - p. 327-328 , 2022

Link: https://doi.org/10.1016/..

8

Testing for Unobserved Heterogeneity via k-means Clustering:

Patton, Andrew J. ; Weller, Brian M.
Journal of Business & Economic Statistics. 41 (2022) 3 - p. 737-751 , 2022

Link: https://doi.org/10.1080/..

9

Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators..:

Gonçalves, Sílvia ; Hounyo, Ulrich ; Patton, Andrew J..
Journal of Business & Economic Statistics. 41 (2022) 3 - p. 683-694 , 2022

Link: https://doi.org/10.1080/..

10

National Emergency Resuscitation Airway Audit (NERAA): a pi..:

Umana, Etimbuk ; Foley, James ; Grossi, Irene...
BMC Emergency Medicine. 22 (2022) 1 - p. , 2022

Link: https://doi.org/10.1186/..

11

Realized semibetas: Disentangling "good" and "bad" downside..:

Bollerslev, Tim ; Patton, Andrew J. ; Quaedvlieg, Rogier
Journal of Financial Economics. 144 (2022) 1 - p. 227-246 , 2022

Link: https://doi.org/10.1016/..

12

Non-linear probabilistic calibration of low-cost environmen..:

Patton, Andrew ; Datta, Abhirup ; Zamora, Misti Levy...
Journal of Exposure Science & Environmental Epidemiology. 32 (2022) 6 - p. 908-916 , 2022

Link: https://doi.org/10.1038/..

13

From zero to hero: Realized partial (co)variances:

Bollerslev, Tim ; Medeiros, Marcelo C. ; Patton, Andrew J..
Journal of Econometrics. 231 (2022) 2 - p. 348-360 , 2022

Link: https://doi.org/10.1016/..

14

Equity clusters through the lens of realized semicorrelatio..:

Bollerslev, Tim ; Patton, Andrew J. ; Zhang, Haozhe
Economics Letters. 211 (2022) - p. 110245 , 2022

Link: https://doi.org/10.1016/..

15

Risk Price Variation: The Missing Half of Empirical Asset P..:

Patton, Andrew J ; Weller, Brian M ; Van Nieuwerburgh, Stijn
The Review of Financial Studies. 35 (2022) 11 - p. 5127-5184 , 2022

Link: https://doi.org/10.1093/..