Access Statistics for Jeannine Polivka

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Efficient Sampling for Realized Variance Estimation in Time-Changed Diffusion Models 1 6 15 15 2 3 5 5
Identifying structural shocks to volatility through a proxy-MGARCH model 4 7 19 79 4 18 61 196
Structural Volatility Impulse Response Analysis 3 6 75 75 4 18 62 62
Total Working Papers 8 19 109 169 10 39 128 263


Statistics updated 2023-05-07