Andrew J. Patton

Zelter Family Professor of Economics

External Address: 
228F Social Sciences, Box 90097, Durham, NC 27708
Internal Office Address: 
Box 90097
Phone: 
(919) 660-1817

Professor Patton’s research areas include econometrics, financial economics and forecasting. His work focuses on improved models for risk and dependence between financial assets, methods for forecast evaluation and comparison, and empirical asset pricing. Patton's recent publications include "Simulated Method of Moments Estimation for Copula-Based Multivariate Models" (2013, Journal of the American Statistical Association, joint with Dong Hwan Oh), "On the High Frequency Dynamics of Hedge Fund Risk Exposures" (2013, Journal of Finance, joint with Tarun Ramadorai) and "Copula Methods for Forecasting Multivariate Time Series" (2012, Handbook of Economic Forecasting). His research has been supported by the Leverhulme Trust, the Engineering and Physical Sciences Research Council (UK) and Inquire UK. A complete list of his current and past research is available at: http://econ.duke.edu/~ap172/research.html

Education

  • Ph.D., University of California at San Diego 2002
  • M.A., University of California at San Diego 2000