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 0 1 12 82
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes 0 0 0 8 1 2 12 122
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes 0 0 0 39 1 7 17 185
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes 0 0 0 7 1 6 22 110
Do high-frequency data improve high-dimensional portfolio allocations? 0 0 2 87 1 2 61 317
Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence 0 0 0 25 1 3 11 37
Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency 0 0 0 38 0 5 26 114
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence 0 0 0 45 0 1 5 55
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence 0 0 0 12 0 1 13 65
Nonparametric Kernel density estimation near the boundary 0 0 0 61 0 1 9 189
The merit of high-frequency data in portfolio allocation 0 0 0 13 0 4 9 120
The merit of high-frequency data in portfolio allocation 0 0 0 21 0 6 31 117
Total Working Papers 0 0 2 407 5 39 228 1,513

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 20 1 6 15 102
Do High‐Frequency Data Improve High‐Dimensional Portfolio Allocations? 0 0 0 27 0 2 22 131
Nonparametric kernel density estimation near the boundary 0 0 0 20 1 7 23 106
Total Journal Articles 0 1 1 67 2 15 60 339

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Statistics updated 2026-07-10