Standout Papers

MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* 2006 2026 2012 2019 1.4k
  1. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)
    Andrew J. Patton International Economic Review
  2. Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility (2015)
    Andrew J. Patton, Kevin Sheppard The Review of Economics and Statistics
  3. Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes (2015)
    Lily Y. Liu, Andrew J. Patton et al. Journal of Econometrics
  4. A review of copula models for economic time series (2012)
    Andrew J. Patton Journal of Multivariate Analysis
  5. Exploiting the errors: A simple approach for improved volatility forecasting (2015)
    Tim Bollerslev, Andrew J. Patton et al. Journal of Econometrics

Immediate Impact

1 from Science/Nature 55 standout
Sub-graph 1 of 21

Citing Papers

Probabilistic weather forecasting with machine learning
2024 StandoutNature
Advancing research on compound weather and climate events via large ensemble model simulations
2023 Standout
1 intermediate paper

Works of Andrew J. Patton being referenced

Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
2009
MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*
2006 Standout

Author Peers

Author Last Decade Papers Cites
Andrew J. Patton 4961 4751 2094 92 6.7k
Peter Reinhard Hansen 5506 4879 2067 70 6.9k
Peter Christoffersen 6453 4394 1983 143 7.5k
Daniel B. Nelson 8002 6976 3145 87 10.6k
Richard T. Baillie 7572 7997 4872 100 10.2k
Yacine Aı̈t-Sahalia 7652 4146 1576 95 8.8k
Asger Lunde 4422 3689 1428 63 5.2k
Dick van Dijk 3246 3775 2624 167 5.7k
Stephen J. Taylor 4345 3892 1668 95 5.5k
David E. Runkle 7400 7662 3489 44 10.1k
Timo Teräsvirta 4129 6589 4828 118 8.8k

All Works

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2026