Peter Malec

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Estimating the Spot Covariation of Asset Prices—Statistical Theory and Empirical Evidence
Journal of Business and Economic Statistics
2024-11-08Paper
Nonparametric kernel density estimation near the boundary
Computational Statistics and Data Analysis
2018-11-23Paper
Estimating the Spot Covariation of Asset Prices - Statistical Theory and Empirical Evidence2017-07-08Paper
Estimating the quadratic covariation matrix from noisy observations: local method of moments and efficiency
The Annals of Statistics
2014-10-17Paper
Estimating the quadratic covariation matrix from noisy observations: local method of moments and efficiency
The Annals of Statistics
2014-10-17Paper


Research outcomes over time


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