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 5 69
Cross-sectional dependence in idiosyncratic volatility 0 0 1 12 1 2 6 45
Estimating Quadratic VariationConsistently in thePresence of Correlated MeasurementError 0 0 0 0 1 3 7 34
Estimating quadratic variation consistently in the presence of correlated measurement error 0 0 0 1 0 0 1 24
Inference about Realized Volatility using Infill Subsampling 0 0 0 1 0 1 1 17
Inference about realized volatility using infill subsampling 0 0 1 3 0 1 2 22
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas 0 0 0 23 0 1 2 37
Inference for nonparametric high-frequency estimators with an application to time variation in betas 0 0 0 14 0 1 1 36
Nonparametric Estimation of the Leverage Effect: A Trade-off between Robustness and Efficiency 0 0 0 13 0 0 2 27
Nonparametric estimation of the leverage effect: a trade-off between robustness and efficiency 0 0 1 7 0 0 2 24
Total Working Papers 0 0 3 107 2 9 29 335


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 1 2 4 49 2 3 7 161
Estimation of volatility measures using high frequency data (in Russian) 0 2 3 28 1 4 7 83
High-frequency factor models and regressions 0 2 14 19 0 8 49 80
Nonparametric Estimation of the Leverage Effect: A Trade-Off Between Robustness and Efficiency 0 0 1 1 1 2 10 21
Subsampling high frequency data 0 0 0 49 0 0 4 190
Total Journal Articles 1 6 22 146 4 17 77 535


Statistics updated 2021-11-05