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Jeannine Polivka

Personal Details

First Name:Jeannine
Middle Name:
Last Name:Polivka
Suffix:
RePEc Short-ID:ppo716
[This author has chosen not to make the email address public]

Affiliation

Fachbereich für Mathematik und Statistik
School of Economics and Political Science
Universität St. Gallen

Sankt Gallen, Switzerland
http://www.mathstat.unisg.ch/
RePEc:edi:fmssgch (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Timo Dimitriadis & Roxana Halbleib & Jeannine Polivka & Jasper Rennspies & Sina Streicher & Axel Friedrich Wolter, 2022. "Efficient Sampling for Realized Variance Estimation in Time-Changed Diffusion Models," Papers 2212.11833, arXiv.org, revised Dec 2023.
  2. Fengler, Matthias & Polivka, Jeannine, 2022. "Structural Volatility Impulse Response Analysis," Economics Working Paper Series 2211, University of St. Gallen, School of Economics and Political Science.
  3. Fengler, Matthias & Polivka, Jeannine, 2021. "Proxy-identification of a structural MGARCH model for asset returns," Economics Working Paper Series 2103, University of St. Gallen, School of Economics and Political Science, revised Oct 2024.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Fengler, Matthias & Polivka, Jeannine, 2022. "Structural Volatility Impulse Response Analysis," Economics Working Paper Series 2211, University of St. Gallen, School of Economics and Political Science.

    Cited by:

    1. Hafner, Christian M. & Herwartz, Helmut, 2023. "Correlation impulse response functions," Finance Research Letters, Elsevier, vol. 57(C).

  2. Fengler, Matthias & Polivka, Jeannine, 2021. "Proxy-identification of a structural MGARCH model for asset returns," Economics Working Paper Series 2103, University of St. Gallen, School of Economics and Political Science, revised Oct 2024.

    Cited by:

    1. Fengler, Matthias & Polivka, Jeannine, 2022. "Structural Volatility Impulse Response Analysis," Economics Working Paper Series 2211, University of St. Gallen, School of Economics and Political Science.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (3) 2021-04-12 2022-11-07 2023-01-23. Author is listed
  2. NEP-RMG: Risk Management (3) 2021-04-12 2022-11-07 2023-01-23. Author is listed
  3. NEP-ETS: Econometric Time Series (2) 2021-04-12 2022-11-07. Author is listed
  4. NEP-ORE: Operations Research (1) 2021-04-12. Author is listed

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