Andrew J. Patton

1. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*
   2006/04/11 by Andrew J. Patton · 51 citations
   Economics, Econometrics and Finance · #Financial Risk and Volatility Modeling #Monetary Policy and Economic Impact #Market Dynamics and Volatility
2. Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility
   2015/01/29 by Andrew J. Patton, Kevin Sheppard · 6 citations
   Economics, Econometrics and Finance · #Market Dynamics and Volatility #Financial Risk and Volatility Modeling #Financial Markets and Investment Strategies
3. Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads
   2016/04/13 by Dong Hwan Oh, Andrew J. Patton · 1 citation
   Economics, Econometrics and Finance · #Credit Risk and Financial Regulations #Financial Risk and Volatility Modeling #Insurance and Financial Risk Management