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Details about Jeannine Polivka

Workplace:Fachbereich für Mathematik und Statistik (Group for Mathematics and Statistics), School of Economics and Political Science, Universität St. Gallen (University of St. Gallen), (more information at EDIRC)

Access statistics for papers by Jeannine Polivka.

Last updated 2025-03-16. Update your information in the RePEc Author Service.

Short-id: ppo716

Working Papers

2024

  1. Proxy-identification of a structural MGARCH model for asset returns
    Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science Downloads View citations (1)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2024) Downloads
  2. Structural Volatility Impulse Response Analysis
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
    Also in Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science (2022) Downloads View citations (1)

2023

  1. Efficient Sampling for Realized Variance Estimation in Time-Changed Diffusion Models
    Papers, arXiv.org Downloads
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