Peter Malec

Identifiers

• name variant Peter Malec 0.60 · backfill

Papers (2)

1. Estimating the Spot Covariation of Asset Prices - Statistical Theory and Empirical Evidence math.ST · 2017 · author #3
2. Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency math.ST · 2013 · author #3

Mentions

• 1303.6146 #3 · backfill · confidence 0.70 Peter Malec

Frequent Coauthors

• Markus Bibinger 2 shared papers
• Markus Rei{\ss} 2 shared papers
• Nikolaus Hautsch 2 shared papers