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 41 1 3 9 38
Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes 0 0 0 37 0 1 2 152
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes 0 0 0 0 0 0 1 43
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes 0 0 0 6 0 1 4 67
Do High-Frequency Data Improve High-Dimensional Portfolio Allocations? 0 0 1 77 1 3 10 196
Estimating the Quadratic Covariation Matrix from Noisy Observations: Local Method of Moments and Efficiency 0 0 0 35 2 4 6 68
Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence 0 0 1 45 0 2 6 42
Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence 0 0 0 23 0 1 1 11
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence 0 0 0 11 0 0 2 36
Nonparametric Kernel Density Estimation Near the Boundary 0 0 1 59 0 1 4 159
The Merit of High-Frequency Data in Portfolio Allocation 1 1 1 15 1 1 3 67
The merit of high-frequency data in portfolio allocation 0 1 2 8 0 1 6 61
Total Working Papers 1 2 7 357 5 18 54 940


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 16 0 1 5 61
Do High‐Frequency Data Improve High‐Dimensional Portfolio Allocations? 0 0 1 17 1 4 12 64
Nonparametric kernel density estimation near the boundary 0 1 2 11 0 1 3 52
Total Journal Articles 0 1 3 44 1 6 20 177


Statistics updated 2019-06-03