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	1	2	50	2	3	5	68
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes	0	0	0	8	1	2	14	109
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes	0	0	0	39	1	2	2	168
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes	0	0	0	7	0	0	1	80
Do high-frequency data improve high-dimensional portfolio allocations?	0	0	2	85	0	0	3	255
Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence	0	0	0	25	0	1	2	26
Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency	0	0	1	38	1	1	2	88
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence	0	0	0	45	1	3	3	50
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence	0	0	0	11	0	1	1	51
Nonparametric Kernel density estimation near the boundary	0	0	0	61	1	2	2	179
The merit of high-frequency data in portfolio allocation	0	0	0	13	0	0	0	110
The merit of high-frequency data in portfolio allocation	0	0	1	21	1	1	3	85
Total Working Papers	0	1	6	403	8	16	38	1,269

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	1	87
Do High‐Frequency Data Improve High‐Dimensional Portfolio Allocations?	0	0	2	26	2	2	8	106
Nonparametric kernel density estimation near the boundary	0	0	0	20	2	2	2	82
Total Journal Articles	0	0	2	65	4	5	11	275

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Statistics updated 2025-03-03