Access Statistics for Ilze Kalnina

Author contact details at EconPapers.

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 34 0 1 3 78
Cross-sectional dependence in idiosyncratic volatility 0 0 0 12 0 0 1 50
Estimating Quadratic VariationConsistently in thePresence of Correlated MeasurementError 0 0 0 0 0 0 6 47
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 1 1 1 18
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 1 2 38
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 1 25
Total Working Papers 0 0 0 108 1 3 15 367


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 1 2 54 1 1 4 169
Estimation of volatility measures using high frequency data (in Russian) 1 1 1 32 1 2 2 95
High-frequency factor models and regressions 1 1 3 28 1 5 22 135
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas 0 1 1 1 0 2 4 4
Nonparametric Estimation of the Leverage Effect: A Trade-Off Between Robustness and Efficiency 1 1 1 2 1 1 3 27
Subsampling high frequency data 0 0 1 50 0 0 3 199
Total Journal Articles 4 5 9 167 4 11 38 629


Statistics updated 2023-11-05