Daniel Preve
Associate Professor of Economics at Singapore Management University
Schools
- Singapore Management University
Links
Biography
Singapore Management University
Daniel Preve holds a Ph.D. in Statistics from Uppsala University. Before joining the School of Economics at Singapore Management University in 2019, he was Postdoctoral Research Fellow at Singapore Management University (2008-2010), Senior Lecturer of Statistics at Uppsala University (2010-2012) and Assistant Professor of Economics at City University of Hong Kong (2012-2019). His research interests include Econometric Theory, Financial Econometrics, Empirical Finance, Statistics and Data Science.
Education
- Stockholm University
- Doctor of Philosophy (PhD) Uppsala University
Companies
- Associate Professor of Economics (Education) School of Economics, Singapore Management University (2019)
- Assistant Professor City University of Hong Kong (2012 — 2019)
- Senior Lecturer Uppsala University (2010 — 2012)
- Post Doctoral Research Fellow Singapore Management University (2008 — 2010)
Publications
- Clements, Adam and Daniel Preve (2021). A Practical Guide to Harnessing the HAR Volatility Model. Journal of Banking & Finance 133, X–Y.
- Meitz, Mika, Daniel Preve, and Pentti Saikkonen (2021). A Mixture Autoregressive Model Based on Student’s t-distribution. Communications in Statistics – Theory and Methods X(Y), Z.
- Eriksson, Anders, Daniel Preve, and Jun Yu (2019). Forecasting Realized Volatility Using a Nonnegative Semiparametric Model. Journal of Risk and Financial Management 12(3), 139.
- Liu, Xijia and Daniel Preve (2016). Measure of Location-Based Estimators in Simple Linear Regression. Journal of Statistical Computation and Simulation 86(9): 1771–1784.
- Preve, Daniel (2015). Linear Programming-Based Estimators in Nonnegative Autoregression. Journal of Banking & Finance 61(2): 225–234.
- Preve, Daniel and Yiu-Kuen Tse (2013). Estimation of Time-Varying Adjusted Probability of Informed Trading and Probability of Symmetric Order-Flow Shock. Journal of Applied Econometrics 28(7): 1138–1152.
- Mariano, S. Roberto and Daniel Preve (2012). Statistical Tests for Multiple Forecast Comparison. Journal of Econometrics 169(1): 123–130.
- Preve, Daniel and Marcelo C. Medeiros (2011). Linear Programming-Based Estimators in Simple Linear Regression. Journal of Econometrics 165(1): 128–136
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