E-LIB Suche - Ergebnisse für: Malec, Peter

1

Estimating the Spot Covariation of Asset Prices—Statistical..:

Bibinger, Markus ; Hautsch, Nikolaus ; Malec, Peter.
Journal of Business & Economic Statistics. 37 (2017) 3 - p. 419-435 , 2017

Link: https://doi.org/10.1080/..

2

ESTIMATING THE QUADRATIC COVARIATION MATRIX FROM NOISY OBSE..:

Bibinger, Markus ; Hautsch, Nikolaus ; Malec, Peter.
The Annals of Statistics. 42 (2014) 4 - p. 1312-1346 , 2014

Link: https://www.jstor.org/st..

3

Nonparametric kernel density estimation near the boundary:

Malec, Peter ; Schienle, Melanie
Computational Statistics & Data Analysis. 72 (2014) - p. 57-76 , 2014

Link: https://doi.org/10.1016/..

4

Estimating the quadratic covariation matrix from noisy obse..

local method of moments and efficiency SFB 649 discussion paper ; 2013-017

Malec, Peter ; Bibinger, Markus ; Hautsch, Nikolaus. , 2013

Link: http://hdl.handle.net/10..

5

Do high-frequency data improve high-dimensional portfolio a..

SFB 649 discussion paper ; 2013-014

Hautsch, Nikolaus ; Kyj, Lada. M. ; Malec, Peter - First version: September 2011, This version: February 2013 . , 2013

Link: http://hdl.handle.net/10..

6

Do High-Frequency Data Improve High-Dimensional Portfolio A..:

Hautsch, Nikolaus ; Kyj, Lada M. ; Malec, Peter
Journal of Applied Econometrics. 30 (2013) 2 - p. 263-290 , 2013

Link: https://doi.org/10.1002/..

7

Nonparametric Kernel density estimation near the boundary

SFB 649 discussion paper ; 2012-047

Malec, Peter - This Version: August 13, 2012 . , 2012

Link: http://hdl.handle.net/10..

8

The merit of high-frequency data in portfolio allocation

SFB 649 discussion paper ; 2011-059

Hautsch, Nikolaus ; Kyj, Lada M. ; Malec, Peter , 2011

Link: http://hdl.handle.net/10..

9

Capturing the zero

a new class of zero-augmented distributions and multiplicat... SFB 649 discussion paper ; 2010-055

Hautsch, Nikolaus ; Malec, Peter , 2010

Link: http://hdl.handle.net/10..

10

Capturing the Zero: A New Class of Zero-Augmented Distribut..:

Hautsch, Nikolaus ; Malec, Peter ; Schienle, Melanie
info:eu-repo/semantics/altIdentifier/wos/000328426300003. , 2018

Link: https://publikationen.bi..

11

Estimating the Spot Covariation of Asset Prices - Statistic..:

Bibinger, Markus ; Hautsch, Nikolaus ; Malec, Peter.
http://arxiv.org/abs/1707.02419. , 2017

Link: http://arxiv.org/abs/170..

12

Nonparametric Kernel Density Estimation Near the Boundary:

Malec, Peter ; Schienle, Melanie
info:eu-repo/semantics/altIdentifier/wos/000330147000005. , 2015

Link: https://publikationen.bi..

13

Do High-Frequency Data Improve High-Dimensional Portfolio A..:

Hautsch, Nikolaus ; Kyj, Lada M ; Malec, Peter
URL: https://journaldata.zbw.eu/dataset/5774dcdd-e054-4c0b-b50a-292b8c81d8f4/resource/555ba9ca-2619-4125-ac84-4e726b290aa1/download/readme.hkm.txt. , 2015

Link: https://doi.org/10.15456..

14

Estimating the SpotCovariation of Asset Prices ; Statistica..:

Bibinger, Markus ; Reiss, Markus ; Hautsch, Nikolaus.
1860-5664. , 2014

Link: http://edoc.hu-berlin.de..

15

Estimating the spot covariation of asset prices: Statistica..:

Bibinger, Markus ; Hautsch, Nikolaus ; Malec, Peter.
Series: SFB 649 Discussion Paper. , 2014

Link: http://hdl.handle.net/10..