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 0 33 0 0 4 64
Cross-sectional dependence in idiosyncratic volatility 0 0 0 11 0 2 9 41
Estimating Quadratic VariationConsistently in thePresence of Correlated MeasurementError 0 0 0 0 0 0 6 27
Estimating quadratic variation consistently in the presence of correlated measurement error 0 0 0 1 0 1 4 24
Inference about Realized Volatility using Infill Subsampling 0 0 0 1 0 0 3 16
Inference about realized volatility using infill subsampling 0 0 0 2 0 0 1 20
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas 0 0 1 23 0 0 4 35
Inference for nonparametric high-frequency estimators with an application to time variation in betas 0 0 0 14 0 0 5 35
Nonparametric Estimation of the Leverage Effect: A Trade-off between Robustness and Efficiency 0 0 0 13 0 1 6 26
Nonparametric estimation of the leverage effect: a trade-off between robustness and efficiency 0 0 0 6 0 0 5 22
Total Working Papers 0 0 1 104 0 4 47 310


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 45 2 2 5 156
Estimation of volatility measures using high frequency data (in Russian) 0 0 1 25 0 2 8 76
High-frequency factor models and regressions 2 4 8 8 5 12 37 37
Nonparametric Estimation of the Leverage Effect: A Trade-Off Between Robustness and Efficiency 0 0 0 0 0 2 9 12
Subsampling high frequency data 0 0 1 49 0 0 9 186
Total Journal Articles 2 4 10 127 7 18 68 467


Statistics updated 2021-01-03