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Biographical Info of Andrew J. Patton

Andrew Patton is a Professor of Economics at Duke University. He moved to Duke in 2009, and previously taught at the University of Oxford and the London School of Economics. Andrew 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. He is currently Co-Editor of the Journal of Financial Econometrics and the Econometrics Journal, and serves on the editorial boards of the Journal of Business and Economic Statistics and the Journal of Applied Econometrics, and has previously served as an academic consultant to the Bank of England. Andrew’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 the Journal of the American Statistical Association, Journal of Finance, Journal of Econometrics, Journal of Financial Economics and Review of Financial Studies, among others, and has been supported by grants from INQUIRE UK, the Engineering and Physical Sciences Research Council (UK) and the Leverhulme Trust. He has presented his research at over 200 seminars and conferences around the world.

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