Ilze Kalnina : Citation Profile

North Carolina State University

6

H index

5

i10 index

147

Citations

RESEARCH PRODUCTION:

6

Articles

12

Papers

RESEARCH ACTIVITY:

   19 years (2006 - 2025). See details.
   Cites by year: 7
   Journals where Ilze Kalnina has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 9 (5.77 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka336
   Updated: 2025-04-19    RAS profile: 2024-03-07    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Ilze Kalnina.

Is cited by:

Shephard, Neil (12)

Hansen, Peter (8)

Lunde, Asger (8)

Hautsch, Nikolaus (6)

Veliyev, Bezirgen (6)

LINTON, OLIVER (5)

Xiu, Dacheng (5)

Goncalves, Silvia (4)

Podolskij, Mark (4)

Christensen, Kim (3)

Ait-Sahalia, Yacine (3)

Cites to:

Bollerslev, Tim (31)

Shephard, Neil (30)

Andersen, Torben (25)

Ait-Sahalia, Yacine (20)

Hansen, Peter (19)

Newey, Whitney (19)

Lunde, Asger (18)

Blundell, Richard (17)

Diebold, Francis (15)

Christensen, Kim (10)

Podolskij, Mark (9)

Main data

Production by document typepaperarticle200620072008200920102011201220132014201520162017201820192020202120222023202420250510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2006200720082009201020112012201320142015201620172018201920202021202220232024202505101520Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2006200720082009201020112012201320142015201620172018201920202021202220232024202501020Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year200620072008200920102011201220132014201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 6Most cited documents123456780255075Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250402.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Ilze Kalnina has published?

Journals with more than one article published# docs
Journal of Econometrics3

Recent works citing Ilze Kalnina (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Statistical inference for rough volatility: Central limit theorems. (2022). Szymanski, Gr'Egoire ; Rosenbaum, Mathieu ; Liu, Yanghui ; Hoffmann, Marc ; Chong, Carsten. In: Papers. RePEc:arx:papers:2210.01216.

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2025Asymptotic Expansions for High-Frequency Option Data. (2023). Todorov, Viktor ; Chong, Carsten H. In: Papers. RePEc:arx:papers:2304.12450.

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2024Volatility of Volatility and Leverage Effect from Options. (2023). Todorov, Viktor ; Chong, Carsten H. In: Papers. RePEc:arx:papers:2305.04137.

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2024Hierarchical DCC-HEAVY Model for High-Dimensional Covariance Matrices. (2023). Barigozzi, Matteo ; Dzuverovic, Emilija. In: Papers. RePEc:arx:papers:2305.08488.

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2024Jump detection in high-frequency order prices. (2024). Ristig, Alexander ; Hautsch, Nikolaus ; Bibinger, Markus. In: Papers. RePEc:arx:papers:2403.00819.

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2024Optimal nonparametric range-based volatility estimation. (2024). Li, Qiyuan ; Bollerslev, Tim. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002646.

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2024Autoregressive conditional betas. (2024). Laurent, Sébastien ; Francq, Christian ; Blasques, F. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003469.

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2024Realized regression with asynchronous and noisy high frequency and high dimensional data. (2024). Zhang, Lan ; Mykland, Per A ; Chen, Dachuan. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s030440762300132x.

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2024Volatility of volatility and leverage effect from options. (2024). Todorov, Viktor ; Chong, Carsten H. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000150.

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2024Nonparametric estimation for high-frequency data incorporating trading information. (2024). Wang, Jiandong ; Hu, Jie ; Cui, Wenhao. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000368.

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2024An unbounded intensity model for point processes. (2024). Kolokolov, Aleksey ; Christensen, Kim. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001854.

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2024High-Dimensional Time-Varying Coefficient Estimation. (2024). Kim, Donggyu. In: Working Papers. RePEc:ucr:wpaper:202416.

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2024Robust High-Dimensional Time-Varying Coefficient Estimation. (2024). Shin, Minseok ; Kim, Donggyu. In: Working Papers. RePEc:ucr:wpaper:202417.

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2024Nonconvex High-Dimensional Time-Varying Coefficient Estimation for Noisy High-Frequency Observations with a Factor Structure. (2024). Shin, Minseok ; Kim, Donggyu. In: Working Papers. RePEc:ucr:wpaper:202418.

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2024Adaptive Robust Large Volatility Matrix Estimation Based on High-Frequency Financial Data. (2024). Fan, Jianqing ; Shin, Minseok ; Kim, Donggyu. In: Working Papers. RePEc:ucr:wpaper:202419.

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2024Robust Realized Integrated Beta Estimator with Application to Dynamic Analysis of Integrated Beta. (2024). Oh, Minseog ; Kim, Donggyu ; Wang, Yazhen. In: Working Papers. RePEc:ucr:wpaper:202422.

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Works by Ilze Kalnina:

Year  ↓Title  ↓Type  ↓Cited  ↓
2025Marginal Effects for Probit and Tobit with Endogeneity In: Papers.
[Full Text][Citation analysis]		paper0
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2006Estimating Quadratic VariationConsistently in thePresence of Correlated MeasurementError In: STICERD - Econometrics Paper Series.
[Full Text][Citation analysis]		paper0
2007Inference about Realized Volatility using Infill Subsampling In: STICERD - Econometrics Paper Series.
[Full Text][Citation analysis]		paper6
2007Inference about realized volatility using infill subsampling.(2007) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2008Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error In: Journal of Econometrics.
[Full Text][Citation analysis]		article60
2011Subsampling high frequency data In: Journal of Econometrics.
[Full Text][Citation analysis]		article21
2020High-frequency factor models and regressions In: Journal of Econometrics.
[Full Text][Citation analysis]		article22
2006Estimating quadratic variation consistently in the presence of correlated measurement error In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper14
2015Cross-sectional dependence in idiosyncratic volatility In: Cahiers de recherche.
[Full Text][Citation analysis]		paper1
2015Cross-sectional Dependence in Idiosyncratic Volatility.(2015) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2015Nonparametric estimation of the leverage effect: a trade-off between robustness and efficiency In: Cahiers de recherche.
[Full Text][Citation analysis]		paper20
2015Nonparametric Estimation of the Leverage Effect : A Trade-off between Robustness and Efficiency.(2015) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2017Nonparametric Estimation of the Leverage Effect: A Trade-Off Between Robustness and Efficiency.(2017) In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		article
2015Inference for nonparametric high-frequency estimators with an application to time variation in betas In: Cahiers de recherche.
[Full Text][Citation analysis]		paper3
2015Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas.(2015) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2023Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas.(2023) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2015Estimation of volatility measures using high frequency data (in Russian) In: Quantile.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team