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 1 51 2 9 12 80
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes 0 0 0 39 0 10 10 178
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes 0 0 0 7 0 12 23 103
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes 0 0 0 8 0 6 10 119
Do high-frequency data improve high-dimensional portfolio allocations? 0 0 2 87 1 51 60 315
Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence 0 0 0 25 0 6 6 32
Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency 0 0 0 38 4 16 20 108
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence 0 0 1 12 2 6 12 63
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence 0 0 0 45 0 4 4 54
Nonparametric Kernel density estimation near the boundary 0 0 0 61 1 3 8 187
The merit of high-frequency data in portfolio allocation 0 0 0 21 4 10 23 108
The merit of high-frequency data in portfolio allocation 0 0 0 13 2 4 5 115
Total Working Papers 0 0 4 407 16 137 193 1,462

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 2 5 8 95
Do High‐Frequency Data Improve High‐Dimensional Portfolio Allocations? 0 0 1 27 3 16 21 127
Nonparametric kernel density estimation near the boundary 0 0 0 20 1 6 16 98
Total Journal Articles 0 0 1 66 6 27 45 320

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Statistics updated 2026-03-04