Access Statistics for Peter Malec

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Semiparametric Intraday GARCH Model	0	0	2	51	0	0	6	71
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes	0	0	0	39	0	0	2	168
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes	0	0	0	7	3	3	11	91
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes	0	0	0	8	1	3	6	113
Do high-frequency data improve high-dimensional portfolio allocations?	1	1	2	87	5	6	9	264
Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence	0	0	0	25	0	0	1	26
Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency	0	0	0	38	4	4	5	92
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence	0	0	0	45	0	0	3	50
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence	0	0	1	12	1	3	7	57
Nonparametric Kernel density estimation near the boundary	0	0	0	61	2	4	7	184
The merit of high-frequency data in portfolio allocation	0	0	0	21	1	8	14	98
The merit of high-frequency data in portfolio allocation	0	0	0	13	0	0	1	111
Total Working Papers	1	1	5	407	17	31	72	1,325

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	4	90
Do High‐Frequency Data Improve High‐Dimensional Portfolio Allocations?	0	0	1	27	1	1	7	111
Nonparametric kernel density estimation near the boundary	0	0	0	20	3	8	12	92
Total Journal Articles	0	0	1	66	4	10	23	293

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Statistics updated 2025-12-06