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 4 10 17 109
Cross-sectional Dependence in Idiosyncratic Volatility 0 0 1 9 6 9 10 23
Cross-sectional dependence in idiosyncratic volatility 0 0 0 12 2 5 7 70
Estimating Quadratic VariationConsistently in thePresence of Correlated MeasurementError 0 0 0 1 0 1 4 53
Estimating quadratic variation consistently in the presence of correlated measurement error 0 0 0 1 0 5 9 36
Inference about Realized Volatility using Infill Subsampling 0 0 0 1 1 4 6 26
Inference about realized volatility using infill subsampling 0 0 0 3 1 5 6 29
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas 0 0 0 23 2 8 10 47
Inference for nonparametric high-frequency estimators with an application to time variation in betas 0 0 0 14 3 11 13 55
Marginal Effects for Probit and Tobit with Endogeneity 1 1 4 10 2 7 10 20
Marginal effects for probit and tobit with endogeneity 0 0 0 0 3 20 26 27
Marginal effects for probit and tobit with endogeneity 0 0 1 20 1 9 18 34
Marginal effects for probit and tobit with endogeneity 0 0 0 1 3 7 11 14
Nonparametric Estimation of the Leverage Effect: A Trade-off between Robustness and Efficiency 0 0 0 13 0 4 7 36
Nonparametric estimation of the leverage effect: a trade-off between robustness and efficiency 0 0 2 9 2 10 13 40
Total Working Papers 1 1 8 154 30 115 167 619

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 1 2 2 24 35 38 38
Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error 0 0 0 54 2 5 12 184
Estimation of volatility measures using high frequency data (in Russian) 0 0 1 37 2 4 9 110
High-frequency factor models and regressions 0 1 5 36 1 11 32 184
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas 0 0 0 2 2 4 7 15
Nonparametric Estimation of the Leverage Effect: A Trade-Off Between Robustness and Efficiency 1 2 2 5 1 4 9 40
Subsampling high frequency data 0 0 0 50 2 8 11 213
Total Journal Articles 1 4 10 186 34 71 118 784

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Statistics updated 2026-03-04