| Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error I Kalnina, O Linton Journal of econometrics 147 (1), 47-59, 2008 | 145 | 2008 |
| High-frequency factor models and regressions Y Aït-Sahalia, I Kalnina, D Xiu Journal of Econometrics 216 (1), 86-105, 2020 | 76 | 2020 |
| Nonparametric estimation of the leverage effect: A trade-off between robustness and efficiency I Kalnina, D Xiu Journal of the American Statistical Association 112 (517), 384-396, 2017 | 63 | 2017 |
| Subsampling high frequency data I Kalnina Journal of Econometrics 161 (2), 262-283, 2011 | 51 | 2011 |
| Nonparametric tests of time variation in betas I Kalnina Université de Montréal, 2012 | 22 | 2012 |
| Estimating quadratic variation consistently in the presence of correlated measurement error I Kalnina, O Linton Suntory and Toyota International Centres for Economics and Related Disciplines, 2006 | 18 | 2006 |
| The idiosyncratic volatility puzzle: A reassessment at high frequency Y Ait-Sahalia, I Kalnina, D Xiu Tech. rep., Working Paper, University of Chicago, 2014 | 14 | 2014 |
| Inference for nonparametric high-frequency estimators with an application to time variation in betas I Kalnina Journal of Business & Economic Statistics 41 (2), 538-549, 2023 | 13 | 2023 |
| Inference about realized volatility using infill subsampling I Kalnina, OB Linton LSE STICERD Research Paper No. EM523, 2007 | 12 | 2007 |
| Nonparametric estimation of the leverage effect using information from derivatives markets I Kalnina, D Xiu Working paper, University of Chicago, Booth School of Business, 2015 | 10 | 2015 |
| Cross-sectional dependence in idiosyncratic volatility I Kalnina, K Tewou arXiv preprint arXiv:2408.13437, 2024 | 9 | 2024 |
| Model-Free Leverage Effect Estimators at High Frequency I Kalnina, D Xiu Chicago Booth Research Paper, 2013 | 2 | 2013 |
| Time-varying risk premia with intermittently useless factors EM Pondi, I KALNINA Working Paper, 2017 | 1 | 2017 |
| Marginal effects for probit and tobit with endogeneity KS Evdokimov, I Kalnina, A Zeleneev arXiv preprint arXiv:2306.14862, 2023 | | 2023 |
| Estimation of volatility measures using high frequency data (in Russian) I Kalnina, N Sizova Quantile, 3-14, 2015 | | 2015 |
| Nonparametric estimation of the leverage effect using information from derivatives markets I Kalnina, D Xiu Working paper, 2014 | | 2014 |
| Essays on estimation and inference for volatility with high frequency data I Kalnina PQDT-Global, 2009 | | 2009 |
| Discussion of Ait-Sahalia and Barndorff-Nielsen and Shephard O Linton, I Kalnina ECONOMETRIC SOCIETY MONOGRAPHS 43, 373, 2007 | | 2007 |
| Estimating Quadratic VariationConsistently in thePresence of Correlated MeasurementError I Kalnina, O Linton STICERD-Econometrics Paper Series, 2006 | | 2006 |
Oliver LintonUNIVERSITY OF CAMBRIDGEVerified email at cam.ac.uk