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Fields of Research (FoR)
Financial econometrics, Investment and risk management, Econometric and statistical methods, Financial economicsBiography
Andrew Patton is a Professor in the School of Banking and Finance at UNSW Sydney. His research interests lie in financial econometrics, with an emphasis on forecasting volatility and dependence, forecast evaluation methods, and empirical asset pricing. His research has appeared in a variety of academic journals, including Journal of Finance, Review of Financial Studies, Journal of Financial Economics, Econometrica, Journal of Econometrics,...view more
Andrew Patton is a Professor in the School of Banking and Finance at UNSW Sydney. His research interests lie in financial econometrics, with an emphasis on forecasting volatility and dependence, forecast evaluation methods, and empirical asset pricing. His research has appeared in a variety of academic journals, including Journal of Finance, Review of Financial Studies, Journal of Financial Economics, Econometrica, Journal of Econometrics, Journal of the American Statistical Association, and the Journal of Business and Economic Statistics. He has given hundreds of invited seminars around the world, at universities, central banks, and other institutions.
Patton has served on the editorial boards of the Review of Financial Studies, Journal of Econometrics, Journal of Business and Economic Statistics, Journal of the American Statistical Association, Review of Asset Pricing Studies, Journal of Financial Econometrics, among others. He has also served on the Federal Reserve Board's Model Validation Council, and as an academic consultant to the Bank of England's Financial Stability division. He is an elected fellow of the Society for Financial Econometrics, the Journal of Econometrics, and the International Association for Applied Econometrics. He is currently the President of the Society for Financial Econometrics.
Patton has previously taught at the London School of Economics, the University of Oxford, New York University, and Duke University, and has been a visiting professor at the University of Sydney. He completed his undergraduate studies in finance and statistics at the University of Technology, Sydney, and his PhD in economics at the University of California, San Diego.
My Qualifications
- Ph.D., University of California San Diego
- B.Bus. (Hons), University of Technology Sydney
My Research Activities
Please see my personal web page for a complete list of papers.