Access Statistics for Peter Malec

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Semiparametric Intraday GARCH Model 0 1 1 49 0 1 3 64
Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes 0 0 0 39 0 0 1 166
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes 0 0 1 7 0 0 3 80
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes 0 0 0 8 2 7 11 102
Do High-Frequency Data Improve High-Dimensional Portfolio Allocations? 0 0 1 84 0 0 2 253
Estimating the Quadratic Covariation Matrix from Noisy Observations: Local Method of Moments and Efficiency 0 0 1 38 0 0 1 87
Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence 0 0 0 45 0 0 0 47
Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence 0 0 1 25 0 0 1 24
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence 0 0 0 11 0 0 0 50
Nonparametric Kernel Density Estimation Near the Boundary 0 0 0 61 0 0 0 177
The Merit of High-Frequency Data in Portfolio Allocation 0 0 0 20 0 0 1 83
The merit of high-frequency data in portfolio allocation 0 0 0 13 0 0 2 110
Total Working Papers 0 1 5 400 2 8 25 1,243

Journal Article File Downloads Abstract Views
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 0 0 86
Do High‐Frequency Data Improve High‐Dimensional Portfolio Allocations? 0 1 2 25 0 3 6 102
Nonparametric kernel density estimation near the boundary 0 0 0 20 0 0 1 80
Total Journal Articles 0 1 2 64 0 3 7 268

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Statistics updated 2024-09-04