Concepedia
Statistics
Publications
7
Citations
281
H-Index
Active since
2011
Affiliations
University of Vienna(Current)
University of Cambridge
Humboldt-Universität zu Berlin
University of Mannheim
Cal Poly Humboldt
Peter Malec is an author at University of Vienna specializing in business, finance, and high-frequency data analysis.
Publications per year
2011–2014
Do High-Frequency Data Improve High-Dimensional Portfolio Allocations?
Nikolaus Hautsch, Lada M. Kyj, Peter Malec · Journal of Applied Econometrics · 2013 · 82 citations
Business, Finance, Financial Management +17
Nonparametric kernel density estimation near the boundary
Peter Malec, Melanie Schienle · Computational Statistics & Data Analysis · 2013 · 72 citations
Computing, Biostatistics, Computer Science +10
Estimating the Quadratic Covariation Matrix from Noisy Observations: Local Method of Moments and Efficiency
Markus Bibinger, Nikolaus Hautsch, Peter Malec · SSRN Electronic Journal · 2013 · 38 citations · Full text
Natural Sciences, Biostatistics, Econometrics +16
Nikolaus Hautsch, Lada M. Kyj, Peter Malec · SSRN Electronic Journal · 2013 · 29 citations · Full text
Estimating the Spot Covariation of Asset Prices Statistical Theory and Empirical Evidence
Markus Bibinger, Nikolaus Hautsch, Peter Malec · SSRN Electronic Journal · 2014 · 23 citations · Full text
Business, Economics, Finance +17
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