Jeannine Polivka
Names
| first: | Jeannine |
| last: | Polivka |
Identifer
| RePEc Short-ID: | ppo716 |
Contact
Affiliations
-
Universität St. Gallen
/ School of Economics and Political Science
/ Fachbereich für Mathematik und Statistik
- EDIRC entry
- location:
Research profile
author of:
- Efficient Sampling for Realized Variance Estimation in Time-Changed Diffusion Models (RePEc:arx:papers:2212.11833)
by Timo Dimitriadis & Roxana Halbleib & Jeannine Polivka & Sina Streicher - Identifying structural shocks to volatility through a proxy-MGARCH model (RePEc:usg:econwp:2021:03)
by Fengler, Matthias & Polivka, Jeannine - Structural Volatility Impulse Response Analysis (RePEc:usg:econwp:2022:11)
by Fengler, Matthias & Polivka, Jeannine