Dr. Andrew Patton

Professor

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Biography

Andrew J. Patton is the Zelter Family Distinguished Professor at Duke University, specializing in financial econometrics with a focus on forecasting volatility dependence and forecast evaluation methods. His research extensively covers high-frequency financial data analysis, particularly in relation to hedge funds and mutual funds. Patton's work has been published in prominent academic journals, including the Journal of Finance, Journal of Financial Economics, Review of Financial Studies, Econometrica, Journal of Econometrics, and the Journal of the American Statistical Association. He has held the position of Professor in the Department of Economics since 2013 and has been a distinguished professor since 2016. His notable contributions to the field include advancements in clustering methods and innovations in the measurement of realized variances.

Research Interests

Requirements for Duke University

Master Program
Requirements
GPA Requirement
Required:3.2
TOEFL
Listening
Required:22
Reading
Required:22
Writing
Required:24
Speaking
Required:26
Total
Required:90
IELTS
Overall
Required:7
Prerequisites
Multivariable Calculus Introduction to Physics (mechanics) Introduction to Chemistry
Application Checklist
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  • Three Letters of Recommendation
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  • Application Fee ($95)
  • Video Introduction
Specialization Notes

Department of Biomedical Engineering (MS program)