Andrew J. Patton

Identifiers

• name variant Andrew J. Patton 0.60 · backfill

Papers (2)

1. Testing for Unobserved Heterogeneity via k-means Clustering econ.EM · 2019 · author #1
2. Dynamic Semiparametric Models for Expected Shortfall (and Value-at-Risk) q-fin.EC · 2017 · author #1

Mentions

• 1707.05108 #1 · arxiv_oai · confidence 0.70 Andrew J. Patton

Frequent Coauthors

• Brian M. Weller 1 shared papers
• Johanna F. Ziegel 1 shared papers
• Rui Chen 1 shared papers