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 2 5 91 7 14 38 204
A mixture autoregressive model based on Student's $t$-distribution 0 0 0 55 5 5 10 49
A mixture autoregressive model based on Student’s t–distribution 0 0 1 23 2 3 12 37
ESTIMATION OF TIME VARYING ADJUSTED PROBABILITY OF INFORMED TRADING AND PROBABILITY OF SYMMETRIC ORDER-FLOW SHOCK 0 0 0 10 2 2 7 47
FORECASTING REALIZED VOLATILITY USING A NONNEGATIVE SEMIPARAMETRIC MODEL 0 0 0 3 1 2 9 45
Forecasting Realized Volatility Using A Nonnegative Semiparametric Model 0 0 0 12 1 1 9 116
Forecasting Realized Volatility Using A Nonnegative Semiparametric Model 0 0 0 50 3 4 11 107
Linear Programming-Based Estimators in Simple Linear Regression 0 0 1 55 1 1 7 281
Linear programming-based estimators in nonnegative autoregression 0 0 0 1 1 1 6 16
MEASURE OF LOCATION-BASED ESTIMATORS IN SIMPLE LINEAR REGRESSION 0 0 0 15 2 3 5 42
Total Working Papers 1 2 7 315 25 36 114 944

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 2 8 2 3 9 38
Forecasting Realized Volatility Using a Nonnegative Semiparametric Model 0 0 0 2 2 3 14 36
Linear programming-based estimators in nonnegative autoregression 0 0 0 4 2 4 7 47
Linear programming-based estimators in simple linear regression 0 0 0 23 1 3 10 154
Statistical tests for multiple forecast comparison 0 0 2 150 5 13 38 516
Total Journal Articles 0 1 4 187 12 26 78 791

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Statistics updated 2026-05-06