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 2 18 111
Cross-sectional Dependence in Idiosyncratic Volatility 0 0 1 9 0 8 18 31
Cross-sectional dependence in idiosyncratic volatility 0 0 0 12 2 3 9 73
Estimating Quadratic VariationConsistently in thePresence of Correlated MeasurementError 0 0 0 1 0 3 7 56
Estimating quadratic variation consistently in the presence of correlated measurement error 0 0 0 1 0 3 12 39
Inference about Realized Volatility using Infill Subsampling 0 0 0 1 0 3 9 29
Inference about realized volatility using infill subsampling 0 0 0 3 0 1 7 30
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas 0 0 0 23 1 3 13 50
Inference for nonparametric high-frequency estimators with an application to time variation in betas 0 0 0 14 0 1 14 56
Marginal Effects for Probit and Tobit with Endogeneity 0 0 4 10 0 3 13 23
Marginal effects for probit and tobit with endogeneity 0 1 1 1 2 4 30 31
Marginal effects for probit and tobit with endogeneity 0 0 0 1 1 3 14 17
Marginal effects for probit and tobit with endogeneity 0 0 1 20 1 7 24 41
Nonparametric Estimation of the Leverage Effect: A Trade-off between Robustness and Efficiency 0 0 0 13 0 1 8 37
Nonparametric estimation of the leverage effect: a trade-off between robustness and efficiency 0 0 2 9 0 1 14 41
Total Working Papers 0 1 9 155 7 46 210 665

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 2 2 2 16 54 54
Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error 0 0 0 54 1 5 16 189
Estimation of volatility measures using high frequency data (in Russian) 0 0 1 37 1 7 15 117
High-frequency factor models and regressions 1 2 6 38 7 9 37 193
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas 0 0 0 2 1 3 10 18
Nonparametric Estimation of the Leverage Effect: A Trade-Off Between Robustness and Efficiency 0 0 2 5 0 2 11 42
Subsampling high frequency data 0 0 0 50 0 3 14 216
Total Journal Articles 1 2 11 188 12 45 157 829

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Statistics updated 2026-06-04