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 3 91 3 15 41 212
A mixture autoregressive model based on Student's $t$-distribution 0 0 0 55 0 5 10 49
A mixture autoregressive model based on Student’s t–distribution 0 0 1 23 0 3 13 38
ESTIMATION OF TIME VARYING ADJUSTED PROBABILITY OF INFORMED TRADING AND PROBABILITY OF SYMMETRIC ORDER-FLOW SHOCK 0 0 0 10 0 2 7 47
FORECASTING REALIZED VOLATILITY USING A NONNEGATIVE SEMIPARAMETRIC MODEL 0 0 0 3 0 2 10 46
Forecasting Realized Volatility Using A Nonnegative Semiparametric Model 0 0 0 50 1 4 12 108
Forecasting Realized Volatility Using A Nonnegative Semiparametric Model 0 0 0 12 0 3 11 118
Linear Programming-Based Estimators in Simple Linear Regression 0 0 1 55 0 2 8 282
Linear programming-based estimators in nonnegative autoregression 0 0 0 1 0 2 7 17
MEASURE OF LOCATION-BASED ESTIMATORS IN SIMPLE LINEAR REGRESSION 0 0 0 15 0 3 6 43
Total Working Papers 0 1 5 315 4 41 125 960


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 0 3 10 39
Forecasting Realized Volatility Using a Nonnegative Semiparametric Model 0 0 0 2 1 4 15 38
Linear programming-based estimators in nonnegative autoregression 0 0 0 4 0 2 7 47
Linear programming-based estimators in simple linear regression 0 0 0 23 0 1 9 154
Statistical tests for multiple forecast comparison 0 0 2 150 1 8 41 519
Total Journal Articles 0 0 4 187 2 18 82 797


Statistics updated 2026-07-10