| Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency M Bibinger, N Hautsch, P Malec, M Reiß | 105 | 2014 |
| Do high‐frequency data improve high‐dimensional portfolio allocations? N Hautsch, LM Kyj, P Malec Journal of Applied Econometrics 30 (2), 263-290, 2015 | 94 | 2015 |
| Nonparametric kernel density estimation near the boundary P Malec, M Schienle Computational Statistics & Data Analysis 72, 57-76, 2014 | 73 | 2014 |
| Estimating the spot covariation of asset prices—statistical theory and empirical evidence M Bibinger, N Hautsch, P Malec, M Reiss Journal of Business & Economic Statistics 37 (3), 419-435, 2019 | 65 | 2019 |
| Capturing the zero: a new class of zero-augmented distributions and multiplicative error processes N Hautsch, P Malec, M Schienle Journal of Financial Econometrics 12 (1), 89-121, 2014 | 64 | 2014 |
| The merit of high-frequency data in portfolio allocation N Hautsch, LM Kyj, P Malec Available at SSRN 1926098, 2011 | 12 | 2011 |
| A semiparametric intraday garch model P Malec | 5 | 2016 |
| Three essays on the econometric analysis of high-frequency data P Malec Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2013 | 1 | 2013 |
| Estimating the Spot Covariation of Asset Prices–Statistical Theory and Empirical Evidence Web Appendix M Bibinger, N Hautsch, P Malec, M Reiss | | 2017 |
| Estimating the SpotCovariation of Asset Prices M Bibinger, M Reiss, N Hautsch, P Malec Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2014 | | 2014 |
| Do High-Frequency Data Improve High-Dimensional Portfolio Allocations? Web Appendix N Hautsch, LM Kyj, P Malec | | 2013 |
| Estimating the Quadratic Covariation Matrix from Noisy Observations M Bibinger, N Hautsch, P Malec, M Reiss Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2013 | | 2013 |
| Capturing the Zero M Schienle, P Malec, N Hautsch Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2010 | | 2010 |
| Modelling Intraday Volatility Using Order Book Information: A Semiparametric Approach P Malec | | |
| VOLATITLITY MATRIX ESTIMATION FROM NOISY OBSERVATIONS M Bibinger, M Reiß, N Hautsch, P Malec DYNSTOCH 2013, 23, 0 | | |
