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 37 2 6 18 111
Cross-sectional Dependence in Idiosyncratic Volatility 0 0 1 9 0 14 18 31
Cross-sectional dependence in idiosyncratic volatility 0 0 0 12 0 3 7 71
Estimating Quadratic VariationConsistently in thePresence of Correlated MeasurementError 0 0 0 1 2 3 7 56
Estimating quadratic variation consistently in the presence of correlated measurement error 0 0 0 1 3 3 12 39
Inference about Realized Volatility using Infill Subsampling 0 0 0 1 1 4 9 29
Inference about realized volatility using infill subsampling 0 0 0 3 0 2 7 30
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas 0 0 0 23 2 4 12 49
Inference for nonparametric high-frequency estimators with an application to time variation in betas 0 0 0 14 1 4 14 56
Marginal Effects for Probit and Tobit with Endogeneity 0 1 4 10 3 5 13 23
Marginal effects for probit and tobit with endogeneity 0 0 0 1 2 5 13 16
Marginal effects for probit and tobit with endogeneity 0 0 1 20 5 7 24 40
Marginal effects for probit and tobit with endogeneity 0 1 1 1 0 5 28 29
Nonparametric Estimation of the Leverage Effect: A Trade-off between Robustness and Efficiency 0 0 0 13 1 1 8 37
Nonparametric estimation of the leverage effect: a trade-off between robustness and efficiency 0 0 2 9 0 3 14 41
Total Working Papers 0 2 9 155 22 69 204 658

Journal Article 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 2 5 38 52 52
Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error 0 0 0 54 3 6 15 188
Estimation of volatility measures using high frequency data (in Russian) 0 0 1 37 5 8 15 116
High-frequency factor models and regressions 1 1 5 37 2 3 30 186
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas 0 0 0 2 2 4 9 17
Nonparametric Estimation of the Leverage Effect: A Trade-Off Between Robustness and Efficiency 0 1 2 5 2 3 11 42
Subsampling high frequency data 0 0 0 50 2 5 14 216
Total Journal Articles 1 2 10 187 21 67 146 817

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Statistics updated 2026-05-06