| Statistical tests for multiple forecast comparison RS Mariano, D Preve Journal of econometrics 169 (1), 123-130, 2012 | 84 | 2012 |
| A practical guide to harnessing the har volatility model A Clements, DPA Preve Journal of Banking & Finance 133, 106285, 2021 | 60 | 2021 |
| 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 | 34 | 2023 |
| Statistical tests for multiple forecast comparison R Mariano, D Preve Proceedings of the TW Anderson Conference, 2008 | 14 | 2008 |
| Forecasting realized volatility using a nonnegative semiparametric model A Eriksson, DPA Preve, J Yu Journal of Risk and Financial Management 12 (3), 139, 2019 | 13 | 2019 |
| 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 | 11 | 2013 |
| Linear programming-based estimators in nonnegative autoregression D Preve Journal of Banking & Finance 61, S225-S234, 2015 | 9 | 2015 |
| Linear programming-based estimators in simple linear regression D Preve, MC Medeiros Journal of Econometrics 165 (1), 128-136, 2011 | 7 | 2011 |
| Measure of location-based estimators in simple linear regression X Liu, D Preve Journal of Statistical Computation and Simulation 86 (9), 1771-1784, 2016 | 5 | 2016 |
| Forecasting realized volatility using a nonnegative semiparametric model D Preve, A Eriksson, J Yu | 5 | 2009 |
| Essays on Time Series Analysis: With Applications to Financial Econometrics D Preve Acta Universitatis Upsaliensis, 2008 | 4 | 2008 |
| StMAR Toolbox: A MATLAB Toolbox for Student's t Mixture Autoregressive Models M Meitz, D Preve, P Saikkonen Available at SSRN 3237368, 2018 | 3 | 2018 |
| Time Series Analysis with Application to Financial Econometrics D Preve Digital Comprehensive Summaries Uppsala Dissertations from The Faculty of …, 2008 | 2 | 2008 |
| Point Estimation in a Nonnegative First-Order Autoregression D Preve | 2 | 2008 |
| Model-Free Tests for Multiple Forecast Comparison RS Mariano, D Preve manuscript, Singapore Management University, 2009 | 1 | 2009 |
| Modeling and Forecasting Intraday Spot Volatility A Clements, D Preve Available at SSRN 4837207, 2024 | | 2024 |
| Harvesting the HAR-X Volatility Model A Clements, D Preve, C Tee Available at SSRN 4733597, 2024 | | 2024 |
| 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 |
Adam ClementsProfessor of Finance, Queensland University of TechnologyBestätigte E-Mail-Adresse bei qut.edu.au
