Browsen in EconStor gesamt nach Autor:innen Malec, Peter
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Erscheinungsjahr | Titel | Autor:innen |
2010 | Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes | Hautsch, Nikolaus; Malec, Peter; Schienle, Melanie |
2010 | Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes | Hautsch, Nikolaus; Malec, Peter; Schienle, Melanie |
2011 | Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes | Hautsch, Nikolaus; Malec, Peter; Schienle, Melanie |
2011 | The merit of high-frequency data in portfolio allocation | Hautsch, Nikolaus; Kyj, Lada M.; Malec, Peter |
2011 | The merit of high-frequency data in portfolio allocation | Hautsch, Nikolaus; Kyj, Lada M.; Malec, Peter |
2012 | Nonparametric Kernel density estimation near the boundary | Malec, Peter; Schienle, Melanie |
2013 | Do high-frequency data improve high-dimensional portfolio allocations? | Hautsch, Nikolaus; Kyj, Lada. M.; Malec, Peter |
2013 | Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency | Bibinger, Markus; Hautsch, Nikolaus; Malec, Peter; Reiss, Markus |
2014 | Estimating the spot covariation of asset prices: Statistical theory and empirical evidence | Bibinger, Markus; Hautsch, Nikolaus; Malec, Peter; Reiss, Markus |
2014 | Estimating the spot covariation of asset prices: Statistical theory and empirical evidence | Bibinger, Markus; Hautsch, Nikolaus; Malec, Peter; Reiss, Markus |