Details about Daniel Preve

Access statistics for papers by Daniel Preve.

Last updated 2021-05-31. Update your information in the RePEc Author Service.

Short-id: ppr256

Working Papers

2019

1. A Practical Guide to Harnessing the HAR Volatility Model
   NCER Working Paper Series, National Centre for Econometric Research View citations (4)

2018

2. A mixture autoregressive model based on Student's $t$-distribution
   Papers, arXiv.org
   Also in GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit (2018) View citations (2)

2013

3. MEASURE OF LOCATION-BASED ESTIMATORS IN SIMPLE LINEAR REGRESSION
   Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics

2012

4. ESTIMATION OF TIME VARYING ADJUSTED PROBABILITY OF INFORMED TRADING AND PROBABILITY OF SYMMETRIC ORDER-FLOW SHOCK
   Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics
   See also Journal Article ESTIMATION OF TIME‐VARYING ADJUSTED PROBABILITY OF INFORMED TRADING AND PROBABILITY OF SYMMETRIC ORDER‐FLOW SHOCK, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2013) View citations (2) (2013)

2010

5. Linear Programming-Based Estimators in Simple Linear Regression
   Textos para discussão, Department of Economics PUC-Rio (Brazil) View citations (1)
   See also Journal Article Linear programming-based estimators in simple linear regression, Journal of Econometrics, Elsevier (2011) View citations (3) (2011)

2009

6. Forecasting Realized Volatility Using A Nonnegative Semiparametric Model
   Working Papers, Singapore Management University, School of Economics View citations (1)
   Also in Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics View citations (2)
   Finance Working Papers, East Asian Bureau of Economic Research (2009)
   See also Journal Article Forecasting Realized Volatility Using a Nonnegative Semiparametric Model, JRFM, MDPI (2019) View citations (4) (2019)

Undated

7. Linear programming-based estimators in nonnegative autoregression
   GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit
   See also Journal Article Linear programming-based estimators in nonnegative autoregression, Journal of Banking & Finance, Elsevier (2015) View citations (2) (2015)

Journal Articles

2019

1. Forecasting Realized Volatility Using a Nonnegative Semiparametric Model
   JRFM, 2019, 12, (3), 1-23 View citations (4)
   See also Working Paper Forecasting Realized Volatility Using A Nonnegative Semiparametric Model, Working Papers (2009) View citations (1) (2009)

2015

2. Linear programming-based estimators in nonnegative autoregression
   Journal of Banking & Finance, 2015, 61, (S2), S225-S234 View citations (2)
   See also Working Paper Linear programming-based estimators in nonnegative autoregression, GRU Working Paper Series

2013

3. ESTIMATION OF TIME‐VARYING ADJUSTED PROBABILITY OF INFORMED TRADING AND PROBABILITY OF SYMMETRIC ORDER‐FLOW SHOCK
   Journal of Applied Econometrics, 2013, 28, (7), 1138-1152 View citations (2)
   See also Working Paper ESTIMATION OF TIME VARYING ADJUSTED PROBABILITY OF INFORMED TRADING AND PROBABILITY OF SYMMETRIC ORDER-FLOW SHOCK, Working Papers (2012) (2012)

2012

4. Statistical tests for multiple forecast comparison
   Journal of Econometrics, 2012, 169, (1), 123-130 View citations (35)

2011

5. Linear programming-based estimators in simple linear regression
   Journal of Econometrics, 2011, 165, (1), 128-136 View citations (3)
   See also Working Paper Linear Programming-Based Estimators in Simple Linear Regression, Textos para discussão (2010) View citations (1) (2010)