| Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error I Kalnina, O Linton Journal of econometrics 147 (1), 47-59, 2008 | 133 | 2008 |
| Nonparametric estimation of the leverage effect: A trade-off between robustness and efficiency I Kalnina, D Xiu Journal of the American Statistical Association 112 (517), 384-396, 2017 | 52 | 2017 |
| Subsampling high frequency data I Kalnina Journal of Econometrics 161 (2), 262-283, 2011 | 48 | 2011 |
| High-frequency factor models and regressions Y Aït-Sahalia, I Kalnina, D Xiu Journal of Econometrics 216 (1), 86-105, 2020 | 41 | 2020 |
| Nonparametric tests of time variation in betas I Kalnina Université de Montréal, 2012 | 18 | 2012 |
| Estimating quadratic variation consistently in the presence of correlated measurement error I Kalnina, OB Linton LSE STICERD Research Paper No. EM509, 2006 | 18 | 2006 |
| The idiosyncratic volatility puzzle: A reassessment at high frequency Y Ait-Sahalia, I Kalnina, D Xiu Tech. rep., Working Paper, University of Chicago, 2014 | 14 | 2014 |
| Inference about realized volatility using infill subsampling I Kalnina, OB Linton LSE STICERD Research Paper No. EM523, 2007 | 13 | 2007 |
| Nonparametric estimation of the leverage effect using information from derivatives markets I Kalnina, D Xiu revision for Journal of the American Statistical Association, 2015 | 10 | 2015 |
| Cross-sectional dependence in idiosyncratic volatility I Kalnina, K Tewou Cahier de recherche, 2015 | 9 | 2015 |
| Inference for nonparametric high-frequency estimators with an application to time variation in betas I Kalnina Journal of Business & Economic Statistics, 1-12, 2022 | 8 | 2022 |
| Model-Free Leverage Effect Estimators at High Frequency I Kalnina, D Xiu Chicago Booth Research Paper, 2013 | 2 | 2013 |
| Time-varying risk premia with intermittently useless factors EM PONDI, I KALNINA Working Paper, 2017 | 1 | 2017 |
| Estimation of volatility measures using high frequency data (in Russian) I Kalnina, N Sizova Quantile, 3-14, 2015 | | 2015 |
| Nonparametric estimation of the leverage effect using information from derivatives markets I Kalnina, D Xiu Working paper, 2014 | | 2014 |
| Essays on estimation and inference for volatility with high frequency data I Kalnina PQDT-Global, 2009 | | 2009 |
| Discussion of Ait-Sahalia and Barndorff-Nielsen and Shephard O Linton, I Kalnina ECONOMETRIC SOCIETY MONOGRAPHS 43, 373, 2007 | | 2007 |
| Estimating Quadratic VariationConsistently in thePresence of Correlated MeasurementError I Kalnina, O Linton STICERD-Econometrics Paper Series, 2006 | | 2006 |
| Marginal Effects for Probit and Tobit with Endogeneity KS Evdokimov, I Kalnina, A Zeleneev | | |
Oliver LintonUNIVERSITY OF CAMBRIDGEПотвърден имейл адрес: cam.ac.uk
