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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 85 1 2 10 162
A mixture autoregressive model based on Student's $t$-distribution 0 2 2 55 0 2 2 39
A mixture autoregressive model based on Student’s t–distribution 0 0 0 22 0 0 1 25
ESTIMATION OF TIME VARYING ADJUSTED PROBABILITY OF INFORMED TRADING AND PROBABILITY OF SYMMETRIC ORDER-FLOW SHOCK 0 0 0 10 0 0 2 39
FORECASTING REALIZED VOLATILITY USING A NONNEGATIVE SEMIPARAMETRIC MODEL 0 0 0 3 0 0 3 35
Forecasting Realized Volatility Using A Nonnegative Semiparametric Model 0 0 0 50 0 0 1 94
Forecasting Realized Volatility Using A Nonnegative Semiparametric Model 0 0 0 12 0 0 0 105
Linear Programming-Based Estimators in Simple Linear Regression 0 0 0 54 0 0 2 274
Linear programming-based estimators in nonnegative autoregression 0 0 0 1 0 0 1 10
MEASURE OF LOCATION-BASED ESTIMATORS IN SIMPLE LINEAR REGRESSION 0 0 0 15 0 0 0 37
Total Working Papers 0 3 5 307 1 4 22 820

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 1 6 0 0 2 29
Forecasting Realized Volatility Using a Nonnegative Semiparametric Model 0 0 0 2 0 0 0 21
Linear programming-based estimators in nonnegative autoregression 0 0 0 4 0 0 2 40
Linear programming-based estimators in simple linear regression 0 0 0 23 0 0 2 144
Statistical tests for multiple forecast comparison 1 2 5 148 2 7 16 476
Total Journal Articles 1 2 6 183 2 7 22 710

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Statistics updated 2024-11-05