Gustavo Schwenkler
Gustavo Schwenkler
Associate Professor of Finance, Santa Clara University
Adresse e-mail validée de scu.edu - Page d'accueil
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Exploring the sources of default clustering
S Azizpour, K Giesecke, G Schwenkler
Journal of Financial Economics 129 (1), 154-183, 2018
229*2018
Filtered likelihood for point processes
K Giesecke, G Schwenkler
Journal of Econometrics 204 (1), 33-53, 2018
272018
Simulated likelihood estimators for discretely observed jump-diffusions
K Giesecke, G Schwenkler
Available at SSRN 2518160, 2014
7*2014
The network of firms implied by the news
G Schwenkler, H Zheng
Available at SSRN 3320859, 2019
52019
Efficient estimation and filtering for multivariate jump–diffusions
F Guay, G Schwenkler
Journal of Econometrics, 2020
4*2020
Inference for large financial systems
K Giesecke, G Schwenkler, JA Sirignano
Mathematical Finance 30 (1), 3-46, 2020
42020
The Systemic Effects of Benchmarking
D Duarte, K Lee, G Schwenkler
Available at SSRN 2646791, 2019
4*2019
Estimating the dynamics of consumption growth
G Schwenkler
Available at SSRN 3140044, 2018
32018
Preventing COVID-19 Fatalities: State versus Federal Policies
JP Renne, G Roussellet, G Schwenkler
arXiv preprint arXiv:2010.15263, 2020
12020
Competition or Contagion? Evidence from Cryptocurrency Peers
G Schwenkler, H Zheng
Evidence from Cryptocurrency Peers (April 10, 2020), 2020
2020
Likelihood Inference for Stochastic Processes with Jumps
GA Schwenkler
Stanford University, 2013
2013
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