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 0 11 82
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes 0 0 0 7 0 1 22 110
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes 0 0 0 8 1 2 13 123
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes 0 0 0 39 0 1 17 185
Do high-frequency data improve high-dimensional portfolio allocations? 0 0 1 87 1 3 61 319
Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence 0 0 0 25 0 2 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 0 0 11 65
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence 0 0 0 45 2 2 7 57
Nonparametric Kernel density estimation near the boundary 0 0 0 61 1 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 1 1 28 118
Total Working Papers 0 0 1 407 6 13 227 1,521

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 0 1 13 102
Do High‐Frequency Data Improve High‐Dimensional Portfolio Allocations? 0 0 0 27 2 3 24 134
Nonparametric kernel density estimation near the boundary 0 0 0 20 2 3 24 108
Total Journal Articles 0 0 1 67 4 7 61 344

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Statistics updated 2026-09-10