معرفی
Andrew J. Patton is the Zelter Family Distinguished Professor and Professor of Economics at Duke University's Trinity College of Arts & Sciences, holding these roles since 2016 and 2013 respectively. Previously, he served as Associate Professor of Economics at Duke from 2009 to 2013.
Patton holds a Ph.D. and M.A. from the University of California, San Diego (2002 and 2000), and a B.Bus. from the University of Technology Sydney (1998). His research focuses on financial econometrics, particularly volatility forecasting, dependence modeling, high-frequency financial data analysis, and hedge fund dynamics. He has published extensively in top journals such as the Journal of Finance, Journal of Financial Economics, and Econometrica.
His recent work includes advancements in realized semicovariances, k-means clustering for unobserved heterogeneity, and risk price variations. Patton’s 2016 Distinguished Professorship reflects his scholarly impact. His research emphasizes practical applications, such as improving volatility forecasts and addressing market anomalies’ trading costs.
