Ilze Kalniņa

Finance · 2008–2020

A researcher in the Science corpus: 3 papers; trusts 38 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

Whom Ilze Kalniņa trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Yacine Aït-Sahalia
  2. Ole E. Barndorff-Nielsen
  3. Tim Bollerslev
  4. Lan Zhang
  5. F. Bandi
  6. Torben G. Andersen
  7. Jun Pan
  8. Y. Amihud
  9. N. Shephard
  10. Jean Jacod

Who trusts Ilze Kalniņa overall

  1. Yacine Aït-Sahalia
  2. Yang Zu
  3. Christian-Yann Robert
  4. Jia Li
  5. D. Xiu
  6. Markus Bibinger
  7. Ole E. Barndorff-Nielsen
  8. Mathieu Rosenbaum
  9. H. Peter Boswijk
  10. Asger Lunde

Papers from Ilze Kalniņa's perspective

Ordered by how strongly the researchers Ilze Kalniņa trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. Separating Microstructure Noise from Volatility
  3. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  4. BOOTSTRAPPING REALIZED VOLATILITY
  5. MODELING AND FORECASTING REALIZED VOLATILITY
  6. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  7. Intraday periodicity and volatility persistence in financial markets
  8. The Impact of Jumps in Volatility and Returns
  9. Generalized autoregressive conditional heteroskedasticity
  10. The Pricing of Options and Corporate Liabilities

Their papers