Andrew J. Patton

Andrew J. Patton is the Zelter Family Distinguished Professor in the Department of Economics at Duke University. His research interests include financial econometrics, with a focus on forecasting volatility and dependence, forecast evaluation methods, high frequency financial data, and the analysis of hedge funds and mutual funds. His work has been published in journals such as the Journal of Finance, Journal of Financial Economics, and Econometrica. Patton has given numerous invited seminars globally and maintains an active research profile. He is affiliated with Trinity College of Arts & Sciences and holds a Ph.D. from the University of California, San Diego.

Andrew Patton is the Zelter Family Professor of Economics and Finance at Duke University, specializing in financial econometrics, economic forecasting, and econometrics. His research focuses on volatility modeling, asymmetric dependence, and multivariate time series analysis. He has contributed significantly to the development of copula-based models for financial time series and the evaluation of volatility and correlation forecasts. His work explores the implications of signed jumps, systemic risk, and the role of skewness in asset allocation. Patton's research has been published in leading journals and has influenced the understanding of financial market dynamics and risk management.