Kalnina, Ilze

Number of items: 3.
Economics
  • Kalnina, Ilze (2009). Essays on estimation and inference for volatility with high frequency data. [Doctoral thesis]. London School of Economics and Political Science.
  • Kalnina, Ilze, Linton, Oliver (2007). Inference about realized volatility using infill subsampling. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Kalnina, Ilze, Linton, Oliver (2006). Estimating quadratic variation consistently in the presence of correlated measurement error. Suntory and Toyota International Centres for Economics and Related Disciplines.
    • Financial Markets Group
  • Kalnina, Ilze, Linton, Oliver (2007). Inference about realized volatility using infill subsampling. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Kalnina, Ilze, Linton, Oliver (2006). Estimating quadratic variation consistently in the presence of correlated measurement error. Suntory and Toyota International Centres for Economics and Related Disciplines.
    • STICERD
  • Kalnina, Ilze, Linton, Oliver (2007). Inference about realized volatility using infill subsampling. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Kalnina, Ilze, Linton, Oliver (2006). Estimating quadratic variation consistently in the presence of correlated measurement error. Suntory and Toyota International Centres for Economics and Related Disciplines.