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 1 4 92 5 13 46 217
A mixture autoregressive model based on Student's $t$-distribution 0 0 0 55 0 0 10 49
A mixture autoregressive model based on Student’s t–distribution 0 0 1 23 1 2 14 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 0 1 9 46
Forecasting Realized Volatility Using A Nonnegative Semiparametric Model 0 0 0 50 0 1 12 108
Forecasting Realized Volatility Using A Nonnegative Semiparametric Model 0 0 0 12 0 2 11 118
Linear Programming-Based Estimators in Simple Linear Regression 0 0 1 55 0 1 8 282
Linear programming-based estimators in nonnegative autoregression 0 0 0 1 0 1 7 17
MEASURE OF LOCATION-BASED ESTIMATORS IN SIMPLE LINEAR REGRESSION 0 0 0 15 0 1 6 43
Total Working Papers 1 1 6 316 6 22 130 966

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 2 8 2 3 11 41
Forecasting Realized Volatility Using a Nonnegative Semiparametric Model 0 0 0 2 0 2 15 38
Linear programming-based estimators in nonnegative autoregression 0 0 0 4 0 0 7 47
Linear programming-based estimators in simple linear regression 0 0 0 23 1 1 8 155
Statistical tests for multiple forecast comparison 0 0 2 150 0 3 41 519
Total Journal Articles 0 0 4 187 3 9 82 800

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Statistics updated 2026-08-07