Access Statistics for Peter Malec

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Semiparametric Intraday GARCH Model	0	0	2	51	0	1	7	71
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes	0	0	0	8	1	1	7	111
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes	0	0	0	7	0	0	8	88
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes	0	0	0	39	0	0	2	168
Do high-frequency data improve high-dimensional portfolio allocations?	0	1	1	86	1	3	4	259
Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence	0	0	0	25	0	0	1	26
Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency	0	0	0	38	0	0	1	88
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence	0	0	0	45	0	0	3	50
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence	0	0	1	12	0	2	4	54
Nonparametric Kernel density estimation near the boundary	0	0	0	61	0	0	3	180
The merit of high-frequency data in portfolio allocation	0	0	0	13	0	0	1	111
The merit of high-frequency data in portfolio allocation	0	0	0	21	3	7	9	93
Total Working Papers	0	1	4	406	5	14	50	1,299

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes	0	0	0	19	0	2	3	89
Do High‐Frequency Data Improve High‐Dimensional Portfolio Allocations?	0	0	1	27	0	1	6	110
Nonparametric kernel density estimation near the boundary	0	0	0	20	1	2	5	85
Total Journal Articles	0	0	1	66	1	5	14	284

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Statistics updated 2025-10-06