Andrew J. Patton

3 articles listing Andrew J. Patton in Journal of Econometrics, indexed by Paperzzz from Crossref and OSF.

1. Improved density forecasts using mixed frequency data:A Bayesian approach Journal of Econometrics
2. Bespoke realized volatility: Tailored measures of risk for volatility prediction Journal of Econometrics
3. Granular betas and risk premium functions Journal of Econometrics