معرفی
Ilze Kalnina is an Assistant Professor of Economics at the Department of Economics, Poole College of Management, North Carolina State University. She previously held an Assistant Professor position at the University of Montreal. Her research focuses on econometrics, particularly nonparametric estimation and inference for volatility using high-frequency data. Kalnina obtained her PhD in Economics from the London School of Economics in 2009. She is affiliated with the Poole College's Econometrics group and contributes to the Economics Graduate Program.
Education:
- PhD in Economics, London School of Economics (2009)
Research Interests:
- Econometrics methodologies
- High-frequency financial data analysis
- Volatility modeling and leverage effect estimation
- Nonparametric statistical techniques
Her publications consistently address volatility dynamics, leverage effect, and high-frequency econometric challenges. Articles span technical innovations like subsampling methods to applied topics such as risk premia and beta estimation. No scientific awards are explicitly listed in the provided texts. Advising and grants: No formal advisees or grant records are mentioned. She has not been associated with any labs or research teams in the available data.
