Finance Group Seminar Series: Andrew Patton

Andrew Patton is the Zelter Family Professor of Economics and Professor of Finance at Duke University. Patton currently serves on the editorial boards of the Journal of the American Statistical Association, Journal of Business and Economic Statistics, Journal of Econometrics, and the Review of Asset Pricing Studies, as well as serving as a Managing Editor of the Journal of Financial Econometrics. He is an elected fellow of the Society for Financial Econometrics. Patton’s research interests lie in financial econometrics, with an emphasis on forecasting volatility and dependence, forecast evaluation methods, and the analysis of hedge funds. His research has appeared in a variety of academic journals, including the Journal of Finance, Journal of Econometrics, Journal of Financial Economics, Journal of the American Statistical Association, Review of Financial Studies, and the Journal of Business and Economic Statistics. He has given hundreds of invited seminars around the world, at universities, central banks, and other institutions. Patton has previously taught at the London School of Economics, the University of Oxford and New York University. He has been a visiting professor at the University of Sydney, and served as an academic consultant to the Bank of England’s Financial Stability division. He completed his undergraduate studies in finance and statistics at the University of Technology, Sydney, and his PhD in economics at the University of California, San Diego.