The following pages link to Ilze Kalnina (Q299253):
Displayed 5 items.
- Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error (Q299254) (← links)
- Subsampling high frequency data (Q530605) (← links)
- High-frequency factor models and regressions (Q2305976) (← links)
- (Q5447123) (← links)
- Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas (Q6149866) (← links)