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 1 34 0 0 1 75
Cross-sectional dependence in idiosyncratic volatility 0 0 0 12 0 1 2 50
Estimating Quadratic VariationConsistently in thePresence of Correlated MeasurementError 0 0 0 0 0 2 6 45
Estimating quadratic variation consistently in the presence of correlated measurement error 0 0 0 1 0 0 0 24
Inference about Realized Volatility using Infill Subsampling 0 0 0 1 0 0 0 17
Inference about realized volatility using infill subsampling 0 0 0 3 0 0 0 22
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 1 37
Nonparametric Estimation of the Leverage Effect: A Trade-off between Robustness and Efficiency 0 0 0 13 0 0 1 28
Nonparametric estimation of the leverage effect: a trade-off between robustness and efficiency 0 0 0 7 0 0 0 24
Total Working Papers 0 0 1 108 0 3 11 359


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 4 53 0 2 6 168
Estimation of volatility measures using high frequency data (in Russian) 0 0 1 31 0 0 2 93
High-frequency factor models and regressions 0 1 4 27 1 4 30 125
Nonparametric Estimation of the Leverage Effect: A Trade-Off Between Robustness and Efficiency 0 0 0 1 0 1 2 26
Subsampling high frequency data 0 1 1 50 0 1 4 199
Total Journal Articles 0 2 10 162 1 8 44 611


Statistics updated 2023-05-07