Citation profile for Daniel Preve

Daniel Preve : Citation Profile

Singapore Management University

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   10 years (2009 - 2019). See details.
   Cites by year: 4
   Journals where Daniel Preve has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 2 (4.17 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppr256
   Updated: 2024-01-16    RAS profile: 2021-05-31
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Daniel Preve.

Is cited by:

Drachal, Krzysztof (5)

Leung, Charles (5)

Výrost, Tomáš (3)

Lyócsa, Štefan (3)

Kruse, Robinson (2)

Leschinski, Christian (2)

Guzman, Giselle (2)

Fengler, Matthias (2)

Julio, Juan (2)

Martinez-Rivera, Wilmer (2)

Owusu Junior, Peterson (2)

Cites to:

Hansen, Peter (9)

Shephard, Neil (9)

Bollerslev, Tim (8)

West, Kenneth (8)

Diebold, Francis (8)

Patton, Andrew (7)

Lunde, Asger (7)

Renault, Eric (7)

Andersen, Torben (5)

Nason, James (5)

Engle, Robert (5)

Main data

Where Daniel Preve has published?

Journals with more than one article published	# docs
Journal of Econometrics	2

Recent works citing Daniel Preve (2024 and 2023)

Year	Title of citing document
2023	Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects. (2023). Dong, Xiaowen ; Cucuringu, Mihai ; Pu, Xingyue ; Zhang, Chao. In: Papers. RePEc:arx:papers:2308.01419. Full description at Econpapers \|\| Download paper
2023	The closer we get, the better we are?. (2023). Zilberfarb, Ben Zion ; Goldstein, Nathan. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:2:p:364-376. Full description at Econpapers \|\| Download paper
2023	A comparison of high-frequency realized variance measures: Does anything beat ACD(1,1)?. (2023). Wiedemann, Timo ; Segnon, Mawuli ; Schulte-Tillmann, Bjoern. In: CQE Working Papers. RePEc:cqe:wpaper:10523. Full description at Econpapers \|\| Download paper
2023	The role of uncertainty index in forecasting volatility of Bitcoin: Fresh evidence from GARCH-MIDAS approach. (2023). Wang, Ziyao ; He, Lingyun ; Sang, Chong ; Xia, Yufei. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005682. Full description at Econpapers \|\| Download paper
2023	The effect of uncertainty on stock market volatility and correlation. (2023). Hou, Ai Jun ; Christiansen, Charlotte ; Asgharian, Hossein. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001097. Full description at Econpapers \|\| Download paper

Works by Daniel Preve:

Year	Title	Type	Cited
2018	A mixture autoregressive model based on Students $t$-distribution In: Papers. [Full Text][Citation analysis]	paper	0
2009	Forecasting Realized Volatility Using A Nonnegative Semiparametric Model In: Finance Working Papers. [Full Text][Citation analysis]	paper	4
2019	Forecasting Realized Volatility Using a Nonnegative Semiparametric Model.(2019) In: JRFM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	article
2009	Forecasting Realized Volatility Using A Nonnegative Semiparametric Model.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	paper
2011	Linear programming-based estimators in simple linear regression In: Journal of Econometrics. [Full Text][Citation analysis]	article	3
2010	Linear Programming-Based Estimators in Simple Linear Regression.(2010) In: Textos para discussão. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3	paper
2012	Statistical tests for multiple forecast comparison In: Journal of Econometrics. [Full Text][Citation analysis]	article	28
2015	Linear programming-based estimators in nonnegative autoregression In: Journal of Banking & Finance. [Full Text][Citation analysis]	article	1
2019	A Practical Guide to Harnessing the HAR Volatility Model In: NCER Working Paper Series. [Full Text][Citation analysis]	paper	8
2013	ESTIMATION OF TIME?VARYING ADJUSTED PROBABILITY OF INFORMED TRADING AND PROBABILITY OF SYMMETRIC ORDER?FLOW SHOCK In: Journal of Applied Econometrics. [Full Text][Citation analysis]	article	2