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Ilze Kalnina · Study
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Author
Ilze Kalnina
5 works
· latest 2020
· 3 institutions
cluster: provisional
ORCID 0009-0007-3823-6843
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Citations
333
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Most cited in this library
Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error
2008 · 120 citations
High-frequency factor models and regressions
2020 · 78 citations
Nonparametric Estimation of the Leverage Effect: A Trade-Off Between Robustness and Efficiency
2016 · 69 citations
Subsampling high frequency data
2010 · 37 citations
Estimating Quadratic Variation Consistently in the Presence of Correlated Measurement Error
2006 · 29 citations
Works
5 shown
High-frequency factor models and regressions
Journal of Econometrics
·
2020
·
3 authors
·
Open access
78
citations
Nonparametric Estimation of the Leverage Effect: A Trade-Off Between Robustness and Efficiency
Journal of the American Statistical Association
·
2016
·
2 authors
·
Open access
69
citations
Subsampling high frequency data
Journal of Econometrics
·
2010
·
1 author
37
citations
Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error
Journal of Econometrics
·
2008
·
2 authors
·
Open access
120
citations
Estimating Quadratic Variation Consistently in the Presence of Correlated Measurement Error
London School of Economics and Political Science Research Online (London School of Economics and Political Science)
·
2006
·
2 authors
·
book
·
Open access
29
citations