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Daniel Peter Alexander Preve

This is information that was supplied by Daniel Preve in registering through RePEc. If you are Daniel Peter Alexander Preve , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Daniel
Middle Name:Peter Alexander
Last Name:Preve
RePEc Short-ID:ppr256
Email:[This author has chosen not to make the email address public]
Postal Address:
Location: Kowloon, Hong Kong
Phone: +852 3442-8525
Fax: +852 3442-0151
Handle: RePEc:edi:decithk (more details at EDIRC)
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  1. DANIEL PREVE & Shu-Ping XIJIA LIU, 2013. "Measure Of Location-Based Estimators In Simple Linear Regression," Working Papers CoFie-02-2013, Sim Kee Boon Institute for Financial Economics.
  2. DANIEL PREVE & Yiu-Kuen Tse, 2012. "Estimation Of Time Varying Adjusted Probability Of Informed Trading And Probability Of Symmetric Order-Flow Shock," Working Papers CoFie-05-2011, Sim Kee Boon Institute for Financial Economics.
  3. Daniel Preve & Marcelo Cunha Medeiros, 2010. "Linear Programming-Based Estimators in Simple Linear Regression," Textos para discussão 567, Department of Economics PUC-Rio (Brazil).
  4. Daniel Preve & Anders Eriksson & Jun Yu, 2009. "Forecasting Realized Volatility Using A Nonnegative Semiparametric Model," Finance Working Papers 23049, East Asian Bureau of Economic Research.
  1. Daniel Preve & Yiu‐Kuen Tse, 2013. "Estimation Of Time‐Varying Adjusted Probability Of Informed Trading And Probability Of Symmetric Order‐Flow Shock," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(7), pages 1138-1152, November.
  2. Mariano, Roberto S. & Preve, Daniel, 2012. "Statistical tests for multiple forecast comparison," Journal of Econometrics, Elsevier, vol. 169(1), pages 123-130.
  3. Preve, Daniel & Medeiros, Marcelo C., 2011. "Linear programming-based estimators in simple linear regression," Journal of Econometrics, Elsevier, vol. 165(1), pages 128-136.
3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (3) 2010-02-27 2010-04-17 2013-10-05. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2010-02-27. Author is listed
  3. NEP-FOR: Forecasting (1) 2010-02-27. Author is listed
  4. NEP-SEA: South East Asia (2) 2010-02-27 2010-04-17. Author is listed

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