Browsing All of EconStor by Author Malec, Peter
Showing results 1 to 10 of 10
| Year of Publication | Title | Author(s) |
| 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 |
