Access Statistics for Ilze Kalnina

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	2	11	93
Cross-sectional dependence in idiosyncratic volatility	0	0	0	12	1	2	10	64
Estimating Quadratic VariationConsistently in thePresence of Correlated MeasurementError	0	0	1	1	0	1	2	49
Estimating quadratic variation consistently in the presence of correlated measurement error	0	0	0	1	0	1	1	27
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	0	1	1	23
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	2	3	42
Marginal Effects for Probit and Tobit with Endogeneity	0	0	0	6	0	5	6	10
Marginal effects for probit and tobit with endogeneity	0	0	0	19	0	2	7	16
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	0	0	7	0	0	1	27
Total Working Papers	0	0	3	137	2	16	42	437

Journal Article	File Downloads				Abstract Views
Journal Article	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	0	1	2	172
Estimation of volatility measures using high frequency data (in Russian)	0	0	3	36	0	0	5	101
High-frequency factor models and regressions	0	0	1	31	1	1	10	153
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas	0	0	1	2	0	1	2	8
Nonparametric Estimation of the Leverage Effect: A Trade-Off Between Robustness and Efficiency	0	0	1	3	0	0	2	31
Subsampling high frequency data	0	0	0	50	0	1	3	202
Total Journal Articles	0	0	6	176	1	4	24	667

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Statistics updated 2025-04-04