Daniel Preve
Daniel Preve
Associate Professor of Economics (Education), School of Economics, Singapore Management University
smu.edu.sg üzerinde doğrulanmış e-posta adresine sahip - Ana Sayfa
Başlık
Alıntı yapanlar
Alıntı yapanlar
Yıl
Statistical tests for multiple forecast comparison
RS Mariano, D Preve
Journal of econometrics 169 (1), 123-130, 2012
392012
A mixture autoregressive model based on Student’s t–distribution
M Meitz, D Preve, P Saikkonen
Communications in Statistics-Theory and Methods, 1-76, 2021
132021
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
92013
Linear programming-based estimators in nonnegative autoregression
D Preve
Journal of Banking & Finance 61, S225-S234, 2015
72015
Statistical tests for multiple forecast comparison
R Mariano, D Preve
Proceedings of the TW Anderson Conference, 2008
72008
A practical guide to harnessing the har volatility model
A Clements, DPA Preve
Journal of Banking & Finance 133, 106285, 2021
62021
Forecasting realized volatility using a nonnegative semiparametric model
A Eriksson, D Preve, J Yu
Journal of Risk and Financial Management 12 (3), 139, 2019
62019
Linear programming-based estimators in simple linear regression
D Preve, MC Medeiros
Journal of Econometrics 165 (1), 128-136, 2011
62011
Forecasting realized volatility using a nonnegative semiparametric model
D Preve, A Eriksson, J Yu
42009
Essays on Time Series Analysis: With Applications to Financial Econometrics
D Preve
Acta Universitatis Upsaliensis, 2008
42008
StMAR Toolbox: A MATLAB Toolbox for Student's t Mixture Autoregressive Models
M Meitz, D Preve, P Saikkonen
Available at SSRN 3237368, 2018
32018
Model-free tests for multiple forecast comparison
RS Mariano, D Preve
manuscript, Singapore Management University, 2009
22009
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
Measure of location-based estimators in simple linear regression
X Liu, D Preve
Journal of Statistical Computation and Simulation 86 (9), 1771-1784, 2016
12016
Global Research Unit
M Meitz, D Preve, P Saikkonen
2018
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
Sim Kee Boon Institute for Financial Economics Working Papers, 2013
2013
ESTIMATION OF TIME VARYING APIN AND PSOS USING HIGH-FREQUENCY TRANSACTION DATA
D PREVE, YIUK TSE
2011
Sistem, işlemi şu anda gerçekleştiremiyor. Daha sonra yeniden deneyin.
Makaleler 1–20