Daniel Preve

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