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 3 89 1 3 13 176
A mixture autoregressive model based on Student's $t$-distribution 0 0 0 55 0 1 1 40
A mixture autoregressive model based on Student’s t–distribution 0 0 0 22 2 4 5 30
ESTIMATION OF TIME VARYING ADJUSTED PROBABILITY OF INFORMED TRADING AND PROBABILITY OF SYMMETRIC ORDER-FLOW SHOCK 0 0 0 10 1 1 2 41
FORECASTING REALIZED VOLATILITY USING A NONNEGATIVE SEMIPARAMETRIC MODEL 0 0 0 3 1 2 4 39
Forecasting Realized Volatility Using A Nonnegative Semiparametric Model 0 0 0 12 0 2 3 109
Forecasting Realized Volatility Using A Nonnegative Semiparametric Model 0 0 0 50 4 5 7 101
Linear Programming-Based Estimators in Simple Linear Regression 0 1 1 55 1 2 2 276
Linear programming-based estimators in nonnegative autoregression 0 0 0 1 1 1 1 11
MEASURE OF LOCATION-BASED ESTIMATORS IN SIMPLE LINEAR REGRESSION 0 0 0 15 0 0 0 37
Total Working Papers 0 1 4 312 11 21 38 860

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 1 1 7 0 1 2 31
Forecasting Realized Volatility Using a Nonnegative Semiparametric Model 0 0 0 2 4 4 6 27
Linear programming-based estimators in nonnegative autoregression 0 0 0 4 0 0 0 40
Linear programming-based estimators in simple linear regression 0 0 0 23 1 2 5 149
Statistical tests for multiple forecast comparison 0 1 1 149 8 19 23 499
Total Journal Articles 0 2 2 185 13 26 36 746

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Statistics updated 2025-12-06