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 1 2 4 93 3 13 52 225
A mixture autoregressive model based on Student's $t$-distribution 0 0 0 55 1 2 12 51
A mixture autoregressive model based on Student’s t–distribution 0 0 1 23 0 1 13 39
ESTIMATION OF TIME VARYING ADJUSTED PROBABILITY OF INFORMED TRADING AND PROBABILITY OF SYMMETRIC ORDER-FLOW SHOCK 0 0 0 10 0 0 7 47
FORECASTING REALIZED VOLATILITY USING A NONNEGATIVE SEMIPARAMETRIC MODEL 0 0 0 3 1 5 14 51
Forecasting Realized Volatility Using A Nonnegative Semiparametric Model 0 0 0 50 0 0 12 108
Forecasting Realized Volatility Using A Nonnegative Semiparametric Model 0 0 0 12 1 2 13 120
Linear Programming-Based Estimators in Simple Linear Regression 0 0 0 55 0 0 7 282
Linear programming-based estimators in nonnegative autoregression 0 0 0 1 0 0 7 17
MEASURE OF LOCATION-BASED ESTIMATORS IN SIMPLE LINEAR REGRESSION 0 0 0 15 0 0 6 43
Total Working Papers 1 2 5 317 6 23 143 983

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 8 0 2 10 41
Forecasting Realized Volatility Using a Nonnegative Semiparametric Model 0 0 0 2 0 0 15 38
Linear programming-based estimators in nonnegative autoregression 0 0 0 4 2 4 11 51
Linear programming-based estimators in simple linear regression 0 0 0 23 0 2 9 156
Statistical tests for multiple forecast comparison 0 0 1 150 2 3 39 522
Total Journal Articles 0 0 2 187 4 11 84 808

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Statistics updated 2026-10-11