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 2 4 88 0 5 11 171
A mixture autoregressive model based on Student's $t$-distribution 0 0 2 55 0 0 2 39
A mixture autoregressive model based on Student’s t–distribution 0 0 0 22 0 0 0 25
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 1 1 2 37
Forecasting Realized Volatility Using A Nonnegative Semiparametric Model 0 0 0 12 0 0 2 107
Forecasting Realized Volatility Using A Nonnegative Semiparametric Model 0 0 0 50 0 0 2 96
Linear Programming-Based Estimators in Simple Linear Regression 0 0 0 54 0 0 0 274
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 0 2 6 310 1 6 20 836

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 0 6 1 1 1 30
Forecasting Realized Volatility Using a Nonnegative Semiparametric Model 0 0 0 2 0 1 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 2 3 3 147
Statistical tests for multiple forecast comparison 0 0 2 148 0 0 9 478
Total Journal Articles 0 0 2 183 3 5 15 718

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Statistics updated 2025-08-05