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 4 18 30 194
A mixture autoregressive model based on Student's $t$-distribution 0 0 0 55 0 4 5 44
A mixture autoregressive model based on Student’s t–distribution 0 1 1 23 0 4 9 34
ESTIMATION OF TIME VARYING ADJUSTED PROBABILITY OF INFORMED TRADING AND PROBABILITY OF SYMMETRIC ORDER-FLOW SHOCK 0 0 0 10 0 4 5 45
FORECASTING REALIZED VOLATILITY USING A NONNEGATIVE SEMIPARAMETRIC MODEL 0 0 0 3 1 5 8 44
Forecasting Realized Volatility Using A Nonnegative Semiparametric Model 0 0 0 12 0 6 9 115
Forecasting Realized Volatility Using A Nonnegative Semiparametric Model 0 0 0 50 1 3 9 104
Linear Programming-Based Estimators in Simple Linear Regression 0 0 1 55 0 4 6 280
Linear programming-based estimators in nonnegative autoregression 0 0 0 1 0 4 5 15
MEASURE OF LOCATION-BASED ESTIMATORS IN SIMPLE LINEAR REGRESSION 0 0 0 15 0 2 2 39
Total Working Papers 0 1 5 313 6 54 88 914

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 1 1 2 8 1 5 7 36
Forecasting Realized Volatility Using a Nonnegative Semiparametric Model 0 0 0 2 1 7 12 34
Linear programming-based estimators in nonnegative autoregression 0 0 0 4 1 4 4 44
Linear programming-based estimators in simple linear regression 0 0 0 23 2 4 9 153
Statistical tests for multiple forecast comparison 0 1 2 150 1 5 27 504
Total Journal Articles 1 2 4 187 6 25 59 771

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Statistics updated 2026-03-04