3
H index
2
i10 index
55
Citations
Daniel Preve : Citation Profile
Singapore Management University | RESEARCH PRODUCTION: 4 Articles 5 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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10 years (2009 - 2019). 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:
| Cites to:
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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 |
| 2024 | VaR and ES forecasting via recurrent neural network-based stateful models. (2024). Lazar, Emese ; Nakata, Keiichi ; Qiu, Zhiguo. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000346. Full description at Econpapers || Download paper |
| 2024 | Machine-learning stock market volatility: Predictability, drivers, and economic value. (2024). Cabrera, Gabriel ; Hansen, Erwin ; Diaz, Juan D. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002187. 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 | Climate, geopolitical, and energy market risk interconnectedness: Evidence from a new climate risk index. (2023). Tian, Sihua ; Li, Shaofang ; Gu, Qinen ; Wang, Yuyouting. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s154461232300764x. Full description at Econpapers || Download paper |
| 2023 | Market momentum amplifies market volatility risk: Evidence from China’s equity market. (2023). Huynh, Luu Duc Toan ; Li, Yan ; Liang, Chao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001245. Full description at Econpapers || Download paper |
| 2024 | Equal predictive ability tests based on panel data with applications to OECD and IMF forecasts. (2024). Akgun, Oguzhan ; Pirotte, Alain ; Yang, Zhenlin ; Urga, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:202-228. Full description at Econpapers || Download paper |
| 2024 | Outlier-robust methods for forecasting realized covariance matrices. (2024). Clements, Adam ; Drovandi, Christopher ; Li, Dan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:392-408. 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 | 1 |
| 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 | 32 |
| 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 | 14 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team