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 0 1 15 112
Cross-sectional Dependence in Idiosyncratic Volatility 0 0 0 9 0 0 17 31
Cross-sectional dependence in idiosyncratic volatility 0 0 0 12 0 0 9 73
Estimating Quadratic VariationConsistently in thePresence of Correlated MeasurementError 0 0 0 1 0 0 7 56
Estimating quadratic variation consistently in the presence of correlated measurement error 0 0 0 1 1 2 13 41
Inference about Realized Volatility using Infill Subsampling 0 0 0 1 1 2 11 31
Inference about realized volatility using infill subsampling 0 0 0 3 0 2 8 32
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas 0 0 0 23 1 2 15 52
Inference for nonparametric high-frequency estimators with an application to time variation in betas 0 0 0 14 0 3 17 59
Marginal Effects for Probit and Tobit with Endogeneity 0 0 2 10 3 4 15 27
Marginal effects for probit and tobit with endogeneity 0 0 1 1 0 2 30 33
Marginal effects for probit and tobit with endogeneity 0 0 0 20 1 2 25 43
Marginal effects for probit and tobit with endogeneity 0 0 0 1 1 2 15 19
Nonparametric Estimation of the Leverage Effect: A Trade-off between Robustness and Efficiency 0 0 0 13 0 0 8 37
Nonparametric estimation of the leverage effect: a trade-off between robustness and efficiency 0 0 1 9 1 2 14 43
Total Working Papers 0 0 4 155 9 24 219 689

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 1 2 0 1 54 55
Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error 0 0 0 54 0 1 16 190
Estimation of volatility measures using high frequency data (in Russian) 0 0 0 37 0 1 14 118
High-frequency factor models and regressions 0 1 6 39 3 7 36 200
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas 0 0 0 2 1 1 11 19
Nonparametric Estimation of the Leverage Effect: A Trade-Off Between Robustness and Efficiency 0 0 2 5 2 2 11 44
Subsampling high frequency data 0 0 0 50 1 3 16 219
Total Journal Articles 0 1 9 189 7 16 158 845

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Statistics updated 2026-09-10