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 | |
| Cross-sectional dependence in idiosyncratic volatility | 1 | 1 | 2 | 2 | 6 | 13 | 14 | 14 |
| Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error | 0 | 0 | 0 | 54 | 2 | 4 | 11 | 182 |
| Estimation of volatility measures using high frequency data (in Russian) | 0 | 0 | 1 | 37 | 1 | 2 | 7 | 108 |
| High-frequency factor models and regressions | 1 | 1 | 5 | 36 | 8 | 13 | 31 | 183 |
| Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas | 0 | 0 | 0 | 2 | 1 | 3 | 6 | 13 |
| Nonparametric Estimation of the Leverage Effect: A Trade-Off Between Robustness and Efficiency | 1 | 1 | 1 | 4 | 3 | 6 | 8 | 39 |
| Subsampling high frequency data | 0 | 0 | 0 | 50 | 5 | 7 | 9 | 211 |
| Total Journal Articles | 3 | 3 | 9 | 185 | 26 | 48 | 86 | 750 |
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