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Subsampling high frequency data
Kalnina, Ilze - In: Journal of econometrics 161 (2011) 2, pp. 262-283
Persistent link: https://www.econbiz.de/10009242137
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Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error
Kalnina, Ilze; Linton, Oliver - In: Journal of econometrics 147 (2008) 1, pp. 47-59
Persistent link: https://www.econbiz.de/10008143205
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Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error
Kalnina, Ilze; Linton, Oliver - In: Journal of econometrics 147 (2008) 1, pp. 47-60
Persistent link: https://www.econbiz.de/10008898206
Cover Image
Subsampling high frequency data
Kalnina, Ilze - In: Journal of econometrics 161 (2011) 2, pp. 262-284
Persistent link: https://www.econbiz.de/10008877463
Cover Image
Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error
Kalnina, Ilze; Linton, Oliver - In: Journal of econometrics 147 (2008) 1, pp. 47-59
Persistent link: https://www.econbiz.de/10003783783
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High-frequency factor models and regressions
Aït-Sahalia, Yacine; Kalnina, Ilze; Xiu, Dacheng - In: Journal of econometrics 216 (2020) 1, pp. 86-105
Persistent link: https://www.econbiz.de/10012439640