Peter Malec

Finance · 2010–2014

A researcher in the Science corpus: 4 papers; trusts 33 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Peter Malec trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Torben G. Andersen
  2. Ole E. Barndorff-Nielsen
  3. Lan Zhang
  4. Robert F. Engle
  5. Tim Bollerslev
  6. P. R. Hansen
  7. N. Shephard
  8. Yacine Aït-Sahalia
  9. Jean Jacod
  10. Jianqing Fan

Who trusts Peter Malec overall

  1. Markus Bibinger

Papers from Peter Malec's perspective

Ordered by how strongly the researchers Peter Malec trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  2. MODELING AND FORECASTING REALIZED VOLATILITY
  3. Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise
  4. Dynamic Conditional Correlation
  5. Estimating Covariation: Epps Effect, Microstructure Noise
  6. Intraday periodicity and volatility persistence in financial markets
  7. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  8. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  9. Separating Microstructure Noise from Volatility
  10. On Estimating the Expected Return on the Market: An Exploratory Investigation

Their papers