Browsing All of EconStor by Author Patton, Andrew J.
Showing results 1 to 3 of 3
Year of Publication | Title | Author(s) |
2020 | Testing forecast rationality for measures of central tendency | Dimitriadis, Timo; Patton, Andrew J.; Schmidt, Patrick W. |
2021 | From zero to hero: Realized partial (co)variances | Bollerslev, Tim; Medeiros, Marcelo C.; Patton, Andrew J.; Quaedvlieg, Rogier |
2022 | A consistent specification test for dynamic quantile models | Horvath, Peter; Li, Jia; Liao, Zhipeng; Patton, Andrew J. |