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

Working Papers

2025

1. 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

2. Proxy-identification of a structural MGARCH model for asset returns
   Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science View citations (1)
   Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2024)
3. 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

1. 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

2. 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)