Access Statistics for Ilze Kalnina

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Cross-sectional Dependence in Idiosyncratic Volatility	0	0	1	9	0	0	2	14
Cross-sectional Dependence in Idiosyncratic Volatility	0	0	0	37	0	2	8	99
Cross-sectional dependence in idiosyncratic volatility	0	0	0	12	0	1	3	65
Estimating Quadratic VariationConsistently in thePresence of Correlated MeasurementError	0	0	0	1	3	3	4	52
Estimating quadratic variation consistently in the presence of correlated measurement error	0	0	0	1	2	3	5	31
Inference about Realized Volatility using Infill Subsampling	0	0	0	1	1	2	2	22
Inference about realized volatility using infill subsampling	0	0	0	3	0	0	2	24
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas	0	0	0	23	0	2	2	39
Inference for nonparametric high-frequency estimators with an application to time variation in betas	0	0	0	14	1	2	4	44
Marginal Effects for Probit and Tobit with Endogeneity	1	1	3	9	1	1	8	13
Marginal effects for probit and tobit with endogeneity	0	0	0	1	3	3	5	7
Marginal effects for probit and tobit with endogeneity	0	0	0	0	2	4	7	7
Marginal effects for probit and tobit with endogeneity	0	0	1	20	5	7	11	25
Nonparametric Estimation of the Leverage Effect: A Trade-off between Robustness and Efficiency	0	0	0	13	3	3	3	32
Nonparametric estimation of the leverage effect: a trade-off between robustness and efficiency	0	1	2	9	0	1	3	30
Total Working Papers	1	2	7	153	21	34	69	504

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Cross-sectional dependence in idiosyncratic volatility	0	0	1	1	2	2	3	3
Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error	0	0	0	54	1	5	8	179
Estimation of volatility measures using high frequency data (in Russian)	0	0	3	37	0	2	8	106
High-frequency factor models and regressions	0	2	4	35	3	9	21	173
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas	0	0	0	2	1	3	4	11
Nonparametric Estimation of the Leverage Effect: A Trade-Off Between Robustness and Efficiency	0	0	0	3	3	3	6	36
Subsampling high frequency data	0	0	0	50	1	2	4	205
Total Journal Articles	0	2	8	182	11	26	54	713

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Statistics updated 2025-12-06