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	1	51	0	0	5	71
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes	0	0	0	39	0	0	1	168
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes	0	0	0	7	2	5	13	93
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes	0	0	0	8	1	3	6	114
Do high-frequency data improve high-dimensional portfolio allocations?	0	1	2	87	16	21	25	280
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	7	11	12	99
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence	0	0	0	45	1	1	3	51
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence	0	0	1	12	0	3	7	57
Nonparametric Kernel density estimation near the boundary	0	0	0	61	0	4	7	184
The merit of high-frequency data in portfolio allocation	0	0	0	21	1	6	15	99
The merit of high-frequency data in portfolio allocation	0	0	0	13	1	1	2	112
Total Working Papers	0	1	4	407	29	55	97	1,354

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	1	3	90
Do High‐Frequency Data Improve High‐Dimensional Portfolio Allocations?	0	0	1	27	6	7	13	117
Nonparametric kernel density estimation near the boundary	0	0	0	20	2	9	14	94
Total Journal Articles	0	0	1	66	8	17	30	301

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Statistics updated 2026-01-09