Andrew Patton

Associate Professor of Economics, Duke University

Andrew Patton is an Associate Professor of Economics at Duke University, and has previously taught at the University of Oxford and the London School of Economics and served as an Academic Consultant to the Bank of England. Patton completed his undergraduate studies in finance and economics at the University of Technology, Sydney, and his PhD in economics at the University of California, San Diego. Patton currently serves on the editorial boards of the Journal of Business and Economic Statistics, the Journal of Applied Econometrics, and the Econometrics Journal.

Patton’s research interests lie in financial econometrics, with emphasis on forecasting volatility and dependence, forecast evaluation methods, and the analysis of hedge funds. His research has appeared in such journals as the Journal of the American Statistical Association, Journal of Econometrics, Journal of Finance, Journal of Financial Economics and Review of Financial Studies, and has been supported by grants from INQUIRE UK, the Engineering and Physical Sciences Research Council (UK) and the Leverhulme Trust. His research papers are available at http://econ.duke.edu/~ap172/research.html.

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09 April 2012, 11591 reads

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