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 42 0 3 8 41
Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes 0 0 0 37 1 1 3 153
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes 1 3 3 3 2 4 5 47
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes 1 1 1 7 1 2 5 69
Do High-Frequency Data Improve High-Dimensional Portfolio Allocations? 0 0 1 77 0 0 9 196
Estimating the Quadratic Covariation Matrix from Noisy Observations: Local Method of Moments and Efficiency 0 0 0 35 2 4 10 72
Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence 0 0 1 45 0 0 6 42
Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence 0 0 0 23 1 1 2 12
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence 0 0 0 11 2 2 3 38
Nonparametric Kernel Density Estimation Near the Boundary 0 0 1 59 2 2 5 161
The Merit of High-Frequency Data in Portfolio Allocation 1 1 2 16 1 1 4 68
The merit of high-frequency data in portfolio allocation 0 1 3 9 5 15 20 76
Total Working Papers 3 7 13 364 17 35 80 975


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 1 1 17 0 1 4 62
Do High‐Frequency Data Improve High‐Dimensional Portfolio Allocations? 0 0 1 17 0 0 8 64
Nonparametric kernel density estimation near the boundary 0 0 1 11 0 0 2 52
Total Journal Articles 0 1 3 45 0 1 14 178


Statistics updated 2019-09-09