Access Statistics for Ilze Kalnina

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Cross-sectional Dependence in Idiosyncratic Volatility 0 0 2 37 1 1 11 94
Cross-sectional dependence in idiosyncratic volatility 0 0 0 12 0 0 10 64
Estimating Quadratic VariationConsistently in thePresence of Correlated MeasurementError 0 0 0 1 0 0 1 49
Estimating quadratic variation consistently in the presence of correlated measurement error 0 0 0 1 1 1 2 28
Inference about Realized Volatility using Infill Subsampling 0 0 0 1 0 0 0 20
Inference about realized volatility using infill subsampling 0 0 0 3 1 1 2 24
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas 0 0 0 23 0 0 0 37
Inference for nonparametric high-frequency estimators with an application to time variation in betas 0 0 0 14 0 0 3 42
Marginal Effects for Probit and Tobit with Endogeneity 0 1 1 7 0 1 7 11
Marginal effects for probit and tobit with endogeneity 0 1 1 20 0 2 7 18
Nonparametric Estimation of the Leverage Effect: A Trade-off between Robustness and Efficiency 0 0 0 13 0 0 0 29
Nonparametric estimation of the leverage effect: a trade-off between robustness and efficiency 0 1 1 8 0 1 2 28
Total Working Papers 0 3 5 140 3 7 45 444


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error 0 0 0 54 1 1 4 174
Estimation of volatility measures using high frequency data (in Russian) 0 1 4 37 1 3 8 104
High-frequency factor models and regressions 0 1 3 33 3 4 13 160
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas 0 0 1 2 0 0 2 8
Nonparametric Estimation of the Leverage Effect: A Trade-Off Between Robustness and Efficiency 0 0 1 3 1 1 3 32
Subsampling high frequency data 0 0 0 50 0 0 2 202
Total Journal Articles 0 2 9 179 6 9 32 680


Statistics updated 2025-08-05