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 9 12 22 185
A mixture autoregressive model based on Student's $t$-distribution 0 0 0 55 1 2 2 41
A mixture autoregressive model based on Student’s t–distribution 0 0 0 22 1 5 6 31
ESTIMATION OF TIME VARYING ADJUSTED PROBABILITY OF INFORMED TRADING AND PROBABILITY OF SYMMETRIC ORDER-FLOW SHOCK 0 0 0 10 2 3 4 43
FORECASTING REALIZED VOLATILITY USING A NONNEGATIVE SEMIPARAMETRIC MODEL 0 0 0 3 0 2 4 39
Forecasting Realized Volatility Using A Nonnegative Semiparametric Model 0 0 0 50 0 5 7 101
Forecasting Realized Volatility Using A Nonnegative Semiparametric Model 0 0 0 12 1 3 4 110
Linear Programming-Based Estimators in Simple Linear Regression 0 0 1 55 2 3 4 278
Linear programming-based estimators in nonnegative autoregression 0 0 0 1 0 1 1 11
MEASURE OF LOCATION-BASED ESTIMATORS IN SIMPLE LINEAR REGRESSION 0 0 0 15 1 1 1 38
Total Working Papers 0 0 4 312 17 37 55 877

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 7 1 1 3 32
Forecasting Realized Volatility Using a Nonnegative Semiparametric Model 0 0 0 2 1 5 6 28
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 0 2 5 149
Statistical tests for multiple forecast comparison 1 1 2 150 3 19 26 502
Total Journal Articles 1 1 3 186 5 27 40 751

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Statistics updated 2026-01-09