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 1 4 89 0 2 12 173
A mixture autoregressive model based on Student's $t$-distribution 0 0 0 55 0 0 0 39
A mixture autoregressive model based on Student’s t–distribution 0 0 0 22 0 1 1 26
ESTIMATION OF TIME VARYING ADJUSTED PROBABILITY OF INFORMED TRADING AND PROBABILITY OF SYMMETRIC ORDER-FLOW SHOCK 0 0 0 10 0 0 1 40
FORECASTING REALIZED VOLATILITY USING A NONNEGATIVE SEMIPARAMETRIC MODEL 0 0 0 3 0 1 2 37
Forecasting Realized Volatility Using A Nonnegative Semiparametric Model 0 0 0 50 0 0 2 96
Forecasting Realized Volatility Using A Nonnegative Semiparametric Model 0 0 0 12 0 0 2 107
Linear Programming-Based Estimators in Simple Linear Regression 1 1 1 55 1 1 1 275
Linear programming-based estimators in nonnegative autoregression 0 0 0 1 0 0 0 10
MEASURE OF LOCATION-BASED ESTIMATORS IN SIMPLE LINEAR REGRESSION 0 0 0 15 0 0 0 37
Total Working Papers 1 2 5 312 1 5 21 840


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 1 7 1 2 2 31
Forecasting Realized Volatility Using a Nonnegative Semiparametric Model 0 0 0 2 0 0 2 23
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 3 147
Statistical tests for multiple forecast comparison 1 1 2 149 3 5 9 483
Total Journal Articles 2 2 3 185 4 9 16 724


Statistics updated 2025-10-06