Peter Malec
Names
| first: |
Peter |
| middle: |
Jacek |
| last: |
Malec |
Identifer
Contact
Affiliations
-
University of Cambridge
/ Faculty of Economics
Research profile
author of:
- Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence (RePEc:cam:camdae:1464)
by Markus Bibinger & Nikolaus Hautsch & Peter Malec & Markus Reiss - A Semiparametric Intraday GARCH Model (RePEc:cam:camdae:1633)
by Peter Malec - Nonparametric kernel density estimation near the boundary (RePEc:eee:csdana:v:72:y:2014:i:c:p:57-76)
by Malec, Peter & Schienle, Melanie - Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes (RePEc:hum:wpaper:sfb649dp2010-055)
by Nikolaus Hautsch & Peter Malec & Melanie Schienle - The Merit of High-Frequency Data in Portfolio Allocation (RePEc:hum:wpaper:sfb649dp2011-059)
by Nikolaus Hautsch & Lada M. Kyj & Peter Malec - Nonparametric Kernel Density Estimation Near the Boundary (RePEc:hum:wpaper:sfb649dp2012-047)
by Peter Malec & Melanie Schienle - Do High-Frequency Data Improve High-Dimensional Portfolio Allocations? (RePEc:hum:wpaper:sfb649dp2013-014)
by Nikolaus Hautsch & Lada M. Kyj & Peter Malec - Estimating the Quadratic Covariation Matrix from Noisy Observations: Local Method of Moments and Efficiency (RePEc:hum:wpaper:sfb649dp2013-017)
by Markus Bibinger & Nikolaus Hautsch & Peter Malec & Markus Reiss - Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence (RePEc:hum:wpaper:sfb649dp2014-055)
by Markus Bibinger & Markus Reiss & Nikolaus Hautsch & Peter Malec - Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes (RePEc:oup:jfinec:v:12:y:2013:i:1:p:89-121)
by Nikolaus Hautsch & Peter Malec & Melanie Schienle - Do High‐Frequency Data Improve High‐Dimensional Portfolio Allocations? (RePEc:wly:japmet:v:30:y:2015:i:2:p:263-290)
by Nikolaus Hautsch & Lada M. Kyj & Peter Malec - Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes (RePEc:zbw:cfswop:201019)
by Hautsch, Nikolaus & Malec, Peter & Schienle, Melanie - The merit of high-frequency data in portfolio allocation (RePEc:zbw:cfswop:201124)
by Hautsch, Nikolaus & Kyj, Lada M. & Malec, Peter - Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes (RePEc:zbw:cfswop:201125)
by Hautsch, Nikolaus & Malec, Peter & Schienle, Melanie - Estimating the spot covariation of asset prices: Statistical theory and empirical evidence (RePEc:zbw:cfswop:477)
by Bibinger, Markus & Hautsch, Nikolaus & Malec, Peter & Reiss, Markus - Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes (RePEc:zbw:sfb649:sfb649dp2010-055)
by Hautsch, Nikolaus & Malec, Peter & Schienle, Melanie - The merit of high-frequency data in portfolio allocation (RePEc:zbw:sfb649:sfb649dp2011-059)
by Hautsch, Nikolaus & Kyj, Lada M. & Malec, Peter - Nonparametric Kernel density estimation near the boundary (RePEc:zbw:sfb649:sfb649dp2012-047)
by Malec, Peter & Schienle, Melanie - Do high-frequency data improve high-dimensional portfolio allocations? (RePEc:zbw:sfb649:sfb649dp2013-014)
by Hautsch, Nikolaus & Kyj, Lada. M. & Malec, Peter - Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency (RePEc:zbw:sfb649:sfb649dp2013-017)
by Bibinger, Markus & Hautsch, Nikolaus & Malec, Peter & Reiss, Markus - Estimating the spot covariation of asset prices: Statistical theory and empirical evidence (RePEc:zbw:sfb649:sfb649dp2014-055)
by Bibinger, Markus & Hautsch, Nikolaus & Malec, Peter & Reiss, Markus