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 1 1 3 51 1 3 6 69
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes 0 0 0 39 0 1 2 168
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes 0 0 0 7 8 8 8 88
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes 0 0 0 8 1 2 15 110
Do high-frequency data improve high-dimensional portfolio allocations? 0 0 1 85 0 0 2 255
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 0 38 0 1 1 88
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence 0 0 0 11 0 1 1 51
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence 0 0 0 45 0 2 3 50
Nonparametric Kernel density estimation near the boundary 0 0 0 61 1 3 3 180
The merit of high-frequency data in portfolio allocation 0 0 1 21 0 1 3 85
The merit of high-frequency data in portfolio allocation 0 0 0 13 1 1 1 111
Total Working Papers 1 1 5 404 12 24 47 1,281

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

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Statistics updated 2025-04-04