Zobrazeno 1 - 10
of 52
pro vyhledávání: '"Kalnina, Ilze"'
Autor:
Kalnina, Ilze, Tewou, Kokouvi
This paper introduces an econometric framework for analyzing cross-sectional dependence in the idiosyncratic volatilities of assets using high frequency data. We first consider the estimation of standard measures of dependence in the idiosyncratic vo
Externí odkaz:
http://arxiv.org/abs/2408.13437
When evaluating partial effects, it is important to distinguish between structural endogeneity and measurement errors. In contrast to linear models, these two sources of endogeneity affect partial effects differently in nonlinear models. We study thi
Externí odkaz:
http://arxiv.org/abs/2306.14862
Autor:
Buksans, Edgars1,2 edgars.buksans@e-koks.lv.lv, Kalnina, Ilze3 ilze.kalnina@finieris.lv
Publikováno v:
Engineering for Rural Development - International Scientific Conference. 2024, p460-466. 7p.
Autor:
Collins, Téa E *, Akselrod, Svetlana, Atun, Rifat, Bennett, Sara, Ogbuoji, Osondu, Hanson, Mark, Dubois, Grace, Shakarishvili, Ani, Kalnina, Ilze, Requejo, Jennifer, Mosneaga, Andrei, Watabe, Akihito, Berlina, Daria, Allen, Luke N
Publikováno v:
In The Lancet Global Health December 2023 11(12):e1978-e1985
Autor:
Kalnina, Ilze
Volatility is a measure of risk, and as such it is crucial for finance. But volatility is not observable, which is why estimation and inference for it are important. Large high frequency data sets have the potential to increase the precision of volat
Externí odkaz:
http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.645898
Publikováno v:
In Journal of Econometrics May 2020 216(1):86-105
Autor:
Kalnina, Ilze1 (AUTHOR)
Publikováno v:
Journal of Business & Economic Statistics. Apr2023, Vol. 41 Issue 2, p538-549. 12p.
Publikováno v:
In Energy Procedia August 2018 147:368-373
Autor:
Kalnina, Ilze, Xiu, Dacheng
Publikováno v:
Journal of the American Statistical Association, 2017 Mar 01. 112(517), 384-396.
Externí odkaz:
https://www.jstor.org/stable/45027926
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