Ilze Kalnina
Names
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Ilze |
| last: |
Kalnina |
Identifer
Contact
Affiliations
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North Carolina State University
/ Poole College of Management
/ Department of Economics
Research profile
author of:
- Marginal Effects for Probit and Tobit with Endogeneity (repec:arx:papers:2306.14862)
by Kirill S. Evdokimov & Ilze Kalnina & Andrei Zeleneev - Cross-sectional Dependence in Idiosyncratic Volatility (repec:arx:papers:2408.13437)
by Ilze Kalnina & Kokouvi Tewou - Marginal effects for probit and tobit with endogeneity (repec:azt:cemmap:03/25)
by Kirill Evdokimov & Ilze Kalnina & Andrei Zeleneev - Marginal effects for probit and tobit with endogeneity (repec:azt:cemmap:04/24)
by Kirill Evdokimov & Ilze Kalnina & Andrei Zeleneev - Marginal effects for probit and tobit with endogeneity (repec:azt:cemmap:11/23)
by Kirill Evdokimov & Ilze Kalnina & Andrei Zeleneev - Estimating Quadratic VariationConsistently in thePresence of Correlated MeasurementError (repec:cep:stiecm:509)
by Ilze Kalnina & Oliver Linton - Inference about Realized Volatility using Infill Subsampling (repec:cep:stiecm:523)
by Ilze Kalnina & Oliver Linton - Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error (repec:eee:econom:v:147:y:2008:i:1:p:47-59)
by Kalnina, Ilze & Linton, Oliver - Subsampling high frequency data (repec:eee:econom:v:161:y:2011:i:2:p:262-283)
by Kalnina, Ilze - High-frequency factor models and regressions (repec:eee:econom:v:216:y:2020:i:1:p:86-105)
by Aït-Sahalia, Yacine & Kalnina, Ilze & Xiu, Dacheng - Cross-sectional dependence in idiosyncratic volatility (repec:eee:econom:v:249:y:2025:i:pb:s0304407625000570)
by Kalnina, Ilze & Tewou, Kokouvi - Inference about realized volatility using infill subsampling (repec:ehl:lserod:4411)
by Kalnina, Ilze & Linton, Oliver - Estimating quadratic variation consistently in the presence of correlated measurement error (repec:ehl:lserod:4413)
by Kalnina, Ilze & Linton, Oliver - Cross-sectional dependence in idiosyncratic volatility (repec:mtl:montde:2015-04)
by KALNINA, Ilze & TEWOU, Kokouvi - Nonparametric estimation of the leverage effect: a trade-off between robustness and efficiency (repec:mtl:montde:2015-05)
by KALNINA, Ilze & XIU, Dacheng - Inference for nonparametric high-frequency estimators with an application to time variation in betas (repec:mtl:montde:2015-08)
by KALNINA, Ilze - Cross-sectional Dependence in Idiosyncratic Volatility (repec:mtl:montec:08-2015)
by Ilze KALNINA & Kokouvi TEWOU - Nonparametric Estimation of the Leverage Effect : A Trade-off between Robustness and Efficiency (repec:mtl:montec:09-2015)
by Ilze KALNINA & Dacheng XIU - Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas (repec:mtl:montec:13-2015)
by Ilze KALNINA - Estimation of volatility measures using high frequency data (in Russian) (repec:qnt:quantl:y:2015:i:13:p:3-14)
by Ilze Kalnina & Natalia Sizova - Nonparametric Estimation of the Leverage Effect: A Trade-Off Between Robustness and Efficiency (repec:taf:jnlasa:v:112:y:2017:i:517:p:384-396)
by Ilze Kalnina & Dacheng Xiu - Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas (repec:taf:jnlbes:v:41:y:2023:i:2:p:538-549)
by Ilze Kalnina