Dr. Daniel PREVE

Doctor of Philosophy - Statistics (Uppsala University)
Licentiate of Philosophy - Statistics (Uppsala University)
Master of Social Science - Statistics (Uppsala University)

Assistant Professor

Dr. Daniel PREVE

Contact Information

Address: 10-284, Lau Ming Wai Academic Building
City University of Hong Kong
Phone: +852 34429981
Fax: +852 34420284
Personal Web:
Public CV: Download

Research Areas

  • Computational econometrics
  • Stationary and nonstationary time series econometrics
  • Misspecification econometrics
  • Finite-sample econometrics
  • Time series forecasting
  • Model selection
  • Financial econometrics

Daniel Preve holds a Ph.D. in Statistics from Uppsala University. Before joining the Department of Economics & Finance at City University of Hong Kong in 2012, he was Postdoctoral Research Fellow at Singapore Management University (2008-2010) and Senior Lecturer of Statistics at Uppsala University (2010-2012). His research interests include stationary and nonstationary time series econometrics,  finite-sample econometrics, misspecification econometrics, computational econometrics, financial econometrics, time series forecasting and model selection.

Research Grant

  • PI: "A Present-Value Approach for the Predictability of Bond Excess Returns", CityU Start-Up Grant - City University of Hong Kong , Amount: HK $ 294,571 (2015-2017) , Daniel Preve, Giorgio Valente
  • PI: "Simple, Parametric and Non-Parametric, Model Misspecification Robust Tests for Unit Root", GRF Grant 9042144 - The Research Grants Council (RGC) of Hong Kong , Amount: HK $167,789 (2014-2015) , Daniel Preve
  • PI: "Linear Programming-Based Estimation & Inference", ECS Grant 9042007 - The Research Grants Council (RGC) of Hong Kong , Amount: HK $136,500 (2013-2014) , Daniel Preve
  • PI: "Initiation Grant", Grant IB 2011-4504 - STINT , Amount: HK $57,600 (2011-2011) , Daniel Preve
  • co-PI: "Nonnegative ARMA(p,q) Processes in Financial Markets", Grant P 2006-0166:1 - Jan Wallander and Tom Hedelius Research Foundation , Amount: HK $1,385,000 (2006-2008) , Rolf Larsson, Anders Eriksson, Daniel Preve


Journal Publications and Reviews
Chapters, Conference Papers, Creative and Literary Works