Researcher

Fields of Research (FoR)

Financial econometrics, Investment and risk management, Econometric and statistical methods, Financial economics

Biography

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