Details about Jeannine Polivka
Access statistics for papers by Jeannine Polivka.
Last updated 2026-03-16. Update your information in the RePEc Author Service.
Short-id: ppo716
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Working Papers
2025
- Efficient Sampling for Realized Variance Estimation in Time-Changed Diffusion Models
Papers, arXiv.org 
See also Journal Article Efficient sampling for realized variance estimation in time-changed diffusion models, Journal of Econometrics, Elsevier (2026) (2026)
2024
- Proxy-identification of a structural MGARCH model for asset returns
Swiss Finance Institute Research Paper Series, Swiss Finance Institute
Also in Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science (2024) View citations (1)
- Structural Volatility Impulse Response Analysis
Swiss Finance Institute Research Paper Series, Swiss Finance Institute
Also in Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science (2022) View citations (1)
See also Journal Article Structural Volatility Impulse Response Analysis, Journal of Financial Econometrics, Oxford University Press (2025) (2025)
Journal Articles
2026
- Efficient sampling for realized variance estimation in time-changed diffusion models
Journal of Econometrics, 2026, 254, (PA)
See also Working Paper Efficient Sampling for Realized Variance Estimation in Time-Changed Diffusion Models, Papers (2025) (2025)
2025
- Structural Volatility Impulse Response Analysis
Journal of Financial Econometrics, 2025, 23, (2), 951-971
See also Working Paper Structural Volatility Impulse Response Analysis, Swiss Finance Institute Research Paper Series (2024) (2024)
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