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 3 12 81
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes 0 0 0 7 5 6 21 109
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes 0 0 0 39 6 6 16 184
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes 0 0 0 8 1 2 11 121
Do high-frequency data improve high-dimensional portfolio allocations? 0 0 2 87 1 2 60 316
Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence 0 0 0 25 1 3 9 35
Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency 0 0 0 38 4 9 25 113
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence 0 0 0 12 1 4 13 65
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence 0 0 0 45 0 0 4 54
Nonparametric Kernel density estimation near the boundary 0 0 0 61 1 3 9 189
The merit of high-frequency data in portfolio allocation 0 0 0 13 4 7 9 120
The merit of high-frequency data in portfolio allocation 0 0 0 21 6 13 32 117
Total Working Papers 0 0 2 407 30 58 221 1,504

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 3 6 12 99
Do High‐Frequency Data Improve High‐Dimensional Portfolio Allocations? 0 0 0 27 2 7 24 131
Nonparametric kernel density estimation near the boundary 0 0 0 20 4 6 21 103
Total Journal Articles 0 0 0 66 9 19 57 333

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Statistics updated 2026-05-06