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 0 0 51 1 10 12 81
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes 0 0 0 39 0 10 10 178
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes 0 0 0 8 1 6 10 120
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes 0 0 0 7 1 11 16 104
Do high-frequency data improve high-dimensional portfolio allocations? 0 0 2 87 0 35 60 315
Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence 0 0 0 25 2 8 8 34
Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency 0 0 0 38 1 10 21 109
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence 0 0 0 45 0 3 4 54
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence 0 0 1 12 1 7 13 64
Nonparametric Kernel density estimation near the boundary 0 0 0 61 1 4 8 188
The merit of high-frequency data in portfolio allocation 0 0 0 13 1 4 5 116
The merit of high-frequency data in portfolio allocation 0 0 0 21 3 12 26 111
Total Working Papers 0 0 3 407 12 120 193 1,474

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 1 6 9 96
Do High‐Frequency Data Improve High‐Dimensional Portfolio Allocations? 0 0 1 27 2 12 23 129
Nonparametric kernel density estimation near the boundary 0 0 0 20 1 5 17 99
Total Journal Articles 0 0 1 66 4 23 49 324

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Statistics updated 2026-04-09