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Daniel Preve
Daniel Preve
Associate Professor of Economics (Education), School of Economics, Singapore Management University
Bestätigte E-Mail-Adresse bei smu.edu.sg - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Statistical tests for multiple forecast comparison
RS Mariano, D Preve
Journal of econometrics 169 (1), 123-130, 2012
692012
A practical guide to harnessing the har volatility model
A Clements, DPA Preve
Journal of Banking & Finance 133, 106285, 2021
412021
A mixture autoregressive model based on Student’s t–distribution
M Meitz, D Preve, P Saikkonen
Communications in Statistics-Theory and Methods 52 (2), 499-515, 2023
222023
Statistical tests for multiple forecast comparison
R Mariano, D Preve
Proceedings of the TW Anderson Conference, 2008
132008
Forecasting realized volatility using a nonnegative semiparametric model
A Eriksson, DPA Preve, J Yu
Journal of Risk and Financial Management 12 (3), 139, 2019
112019
Estimation of time‐varying adjusted probability of informed trading and probability of symmetric order‐flow shock
D Preve, YK Tse
Journal of Applied Econometrics 28 (7), 1138-1152, 2013
112013
Linear programming-based estimators in nonnegative autoregression
D Preve
Journal of Banking & Finance 61, S225-S234, 2015
82015
Linear programming-based estimators in simple linear regression
D Preve, MC Medeiros
Journal of Econometrics 165 (1), 128-136, 2011
82011
Forecasting realized volatility using a nonnegative semiparametric model
D Preve, A Eriksson, J Yu
52009
StMAR Toolbox: A MATLAB Toolbox for Student's t Mixture Autoregressive Models
M Meitz, D Preve, P Saikkonen
Available at SSRN 3237368, 2018
42018
Essays on Time Series Analysis: With Applications to Financial Econometrics
D Preve
Acta Universitatis Upsaliensis, 2008
42008
Measure of location-based estimators in simple linear regression
X Liu, D Preve
Journal of Statistical Computation and Simulation 86 (9), 1771-1784, 2016
22016
Time Series Analysis with Application to Financial Econometrics
D Preve
Digital Comprehensive Summaries Uppsala Dissertations from The Faculty of …, 2008
22008
Point Estimation in a Nonnegative First-Order Autoregression
D Preve
22008
Point Estimation in a Nonnegative First-Order Autoregression
D Preve
22008
Model-Free Tests for Multiple Forecast Comparison
RS Mariano, D Preve
manuscript, Singapore Management University, 2009
12009
Global Research Unit
M Meitz, D Preve, P Saikkonen
2018
MEASURE OF LOCATION-BASED ESTIMATORS IN SIMPLE LINEAR REGRESSION August 10, 2015
X LIU, D PREVE
2015
EXTENDED APPENDIX TO “MEASURE OF LOCATION-BASED ESTIMATORS IN SIMPLE LINEAR REGRESSION” August 10, 2015
X LIU, D PREVE
2015
Measure Of Location-Based Estimators In Simple Linear Regression
D Preve, SPX LIU
Singapore Management University, Sim Kee Boon Institute for Financial …, 2013
2013
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