Concepedia

Andrew J. Patton

AJ

Statistics

Publications

3

Citations

734

H-Index

3

Active since

2001

Affiliations

Duke University(Current)

Andrew J. Patton is an author at Duke University specializing in business, statistics, and functional data analysis.

ORCID

Top concepts

Publications per year

2001–2015

3

Publications

3

What good is a volatility model?

Robert F. Engle, Andrew J. Patton · Quantitative Finance · 2001 · 699 citations · Full text

Dynamic Copula Models and High Frequency Data

Irving Arturo De Lira Salvatierra, Andrew J. Patton · SSRN Electronic Journal · 2013 · 19 citations · Full text

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Modelling Dependence in High Dimensions with Factor Copulas

Dong Hwan Oh, Andrew J. Patton · SSRN Electronic Journal · 2015 · 16 citations · Full text

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