List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas Journal of Business and Economic Statistics | 2024-03-05 | Paper |
| High-frequency factor models and regressions Journal of Econometrics | 2020-03-20 | Paper |
| Subsampling high frequency data Journal of Econometrics | 2016-08-10 | Paper |
| Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error Journal of Econometrics | 2016-06-22 | Paper |
| Discussion of Aït-Sahalia and Barndorff-Nielsen and Shephard | 2008-03-06 | Paper |
Research outcomes over time
This page was built for person: Ilze Kalnina
