Linear programming-based estimators in nonnegative autoregression

by PREVE, Daniel P. A.
Published 2015

Estimation of time-varying adjusted probability of informed trading and probability of symmetric order-flow shock

by PREVE, Daniel, TSE, Yiu Kuen
Published 2013

A practical guide to harnessing the HAR volatility model

by CLEMENTS, Adam, PREVE, Daniel P. A.
Published 2021

Measure of location-based estimators in simple linear regression

by LIU, Xijia, PREVE, Daniel P. A.
Published 2015

Statistical tests for multiple forecast comparison

by MARIANO, Roberto, PREVE, Daniel P. A.
Published 2012

A practical guide to harnessing the HAR volatility model

by CLEMENTS, Adam, PREVE, Daniel P. A.
Published 2021

A mixture autoregressive model based on Student’s t–distribution

by MEITZ, Mika, PREVE, Daniel, SAIKKONEN, Pentti
Published 2023

Linear programming-based estimators in simple linear regression

by PREVE, Daniel P. A., MEDEIROS, Marcelo C.
Published 2011

Forecasting realized volatility using a nonnegative semiparametric model

by ERIKSSON, Anders, PREVE, Daniel P. A., Jun YU
Published 2019