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	1	49	1	1	3	65
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes	0	0	1	7	0	0	3	80
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes	0	0	0	39	0	0	1	166
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes	0	0	0	8	2	5	15	107
Do high-frequency data improve high-dimensional portfolio allocations?	0	1	2	85	0	2	4	255
Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence	0	0	0	25	0	1	1	25
Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency	0	0	1	38	0	0	1	87
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence	0	0	0	11	0	0	0	50
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence	0	0	0	45	0	0	0	47
Nonparametric Kernel density estimation near the boundary	0	0	0	61	0	0	0	177
The merit of high-frequency data in portfolio allocation	0	0	0	13	0	0	1	110
The merit of high-frequency data in portfolio allocation	0	1	1	21	0	1	2	84
Total Working Papers	0	2	6	402	3	10	31	1,253

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	0	0	86
Do High‐Frequency Data Improve High‐Dimensional Portfolio Allocations?	0	1	3	26	0	2	8	104
Nonparametric kernel density estimation near the boundary	0	0	0	20	0	0	0	80
Total Journal Articles	0	1	3	65	0	2	8	270

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Statistics updated 2024-12-04