Access Statistics for Daniel Preve

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Practical Guide to Harnessing the HAR Volatility Model 0 0 4 86 0 1 7 164
A mixture autoregressive model based on Student's $t$-distribution 0 0 2 55 0 0 2 39
A mixture autoregressive model based on Student’s t–distribution 0 0 0 22 0 0 1 25
ESTIMATION OF TIME VARYING ADJUSTED PROBABILITY OF INFORMED TRADING AND PROBABILITY OF SYMMETRIC ORDER-FLOW SHOCK 0 0 0 10 1 1 3 40
FORECASTING REALIZED VOLATILITY USING A NONNEGATIVE SEMIPARAMETRIC MODEL 0 0 0 3 1 1 2 36
Forecasting Realized Volatility Using A Nonnegative Semiparametric Model 0 0 0 50 1 1 2 95
Forecasting Realized Volatility Using A Nonnegative Semiparametric Model 0 0 0 12 0 0 1 106
Linear Programming-Based Estimators in Simple Linear Regression 0 0 0 54 0 0 1 274
Linear programming-based estimators in nonnegative autoregression 0 0 0 1 0 0 0 10
MEASURE OF LOCATION-BASED ESTIMATORS IN SIMPLE LINEAR REGRESSION 0 0 0 15 0 0 0 37
Total Working Papers 0 0 6 308 3 4 19 826


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ESTIMATION OF TIME‐VARYING ADJUSTED PROBABILITY OF INFORMED TRADING AND PROBABILITY OF SYMMETRIC ORDER‐FLOW SHOCK 0 0 1 6 0 0 2 29
Forecasting Realized Volatility Using a Nonnegative Semiparametric Model 0 0 0 2 0 1 1 22
Linear programming-based estimators in nonnegative autoregression 0 0 0 4 0 0 2 40
Linear programming-based estimators in simple linear regression 0 0 0 23 0 0 1 144
Statistical tests for multiple forecast comparison 0 0 4 148 0 1 15 477
Total Journal Articles 0 0 5 183 0 2 21 712


Statistics updated 2025-03-03