Access Statistics for Ilze Kalnina
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| 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 |
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