Andrew J. Patton

Latest Institution: Duke University

All Institutions: Duke University; London School of Economics


Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Properties of Optimal Forecasts

Year: 2003
Journal: No Journal Matched
Authors: Andrew J. Patton; Allan G. Timmermann

Learning in Real Time: Theory and Empirical Evidence from the Term Structure of Survey Forecasts

Year: 2007
Journal: No Journal Matched
Authors: Andrew J. Patton; Allan G. Timmermann

On the Dynamics of Hedge Fund Risk Exposures

Year: 2010
Journal: No Journal Matched
Authors: Andrew J. Patton; Tarun Ramadorai

On the High-Frequency Dynamics of Hedge Fund Risk Exposures

Year: 2011
Journal: Journal of Finance
Authors: Andrew J. Patton; Tarun Ramadorai

Forecast Rationality Tests Based on Multihorizon Bounds

Year: 2011
Journal: No Journal Matched
Authors: Andrew J. Patton; Allan G. Timmermann

Change You Can Believe In: Hedge Fund Data Revisions

Year: 2012
Journal: Journal of Finance
Authors: Andrew J. Patton; Tarun Ramadorai; Michael Streatfield

The Impact of Hedge Funds on Asset Markets

Year: 2014
Journal: Review of Asset Pricing Studies
Authors: Mathias Kruttli; Andrew J. Patton; Tarun Ramadorai


Author Disambiguation

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