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 1 12 83
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes 0 0 0 39 0 0 17 185
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes 0 0 0 8 1 2 13 124
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes 0 0 0 7 1 1 23 111
Do high-frequency data improve high-dimensional portfolio allocations? 0 0 1 87 0 2 60 319
Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence 0 0 0 25 0 1 12 38
Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency 0 0 0 38 0 0 26 114
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence 0 0 0 12 1 1 12 66
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence 0 0 0 45 0 2 7 57
Nonparametric Kernel density estimation near the boundary 0 0 0 61 0 1 10 190
The merit of high-frequency data in portfolio allocation 0 0 0 13 0 0 9 120
The merit of high-frequency data in portfolio allocation 0 0 0 21 0 1 25 118
Total Working Papers 0 0 1 407 4 12 226 1,525

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 1 20 1 1 14 103
Do High‐Frequency Data Improve High‐Dimensional Portfolio Allocations? 0 0 0 27 1 4 25 135
Nonparametric kernel density estimation near the boundary 0 0 0 20 1 3 24 109
Total Journal Articles 0 0 1 67 3 8 63 347

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Statistics updated 2026-10-11