Overview
Patton’s research interests lie in financial econometrics, with an emphasis on forecasting volatility and dependence, forecast evaluation methods, high frequency financial data, and the analysis of hedge funds and mutual funds. His research has appeared in a variety of academic journals, including the Journal of Finance, Journal of Financial Economics, Review of Financial Studies, Econometrica, Journal of Econometrics, and the Journal of the American Statistical Association. He has given hundreds of invited seminars around the world, at universities, central banks, and other institutions. A complete list of his current and past research is available at: http://econ.duke.edu/~ap172/research.html
Current Appointments & Affiliations
Zelter Family Distinguished Professor
·
2016 - Present
Economics,
Trinity College of Arts & Sciences
Professor in the Department of Economics
·
2013 - Present
Economics,
Trinity College of Arts & Sciences
Recent Publications
Nonstandard Errors
Journal Article The Journal of Finance · June 2024 ABSTRACTIn statistics, samples are drawn from a population in a data‐generating process (DGP). Standard errors measure the uncertainty in estimates of population parameters. In science, evidence is generated to test hypothe ... Full text CiteTesting for Unobserved Heterogeneity via k-means Clustering
Journal Article Journal of Business and Economic Statistics · January 1, 2023 Clustering methods such as k-means have found widespread use in a variety of applications. This article proposes a split-sample testing procedure to determine whether a null hypothesis of a single cluster, indicating homogeneity of the data, can be rejecte ... Full text Open Access CiteFrom zero to hero: Realized partial (co)variances
Journal Article Journal of Econometrics · December 1, 2022 This paper proposes a generalization of the class of realized semivariance and semicovariance measures introduced by Barndorff-Nielsen et al. (2010) and Bollerslev et al. (2020a) to allow for a finer decomposition of realized (co)variances. The new “realiz ... Full text Open Access CiteEducation, Training & Certifications
University of California, San Diego ·
2002
Ph.D.
University of California, San Diego ·
2000
M.A.
University of Technology Sydney (Australia) ·
1998
B.Bus.