| Exploring the sources of default clustering S Azizpour, K Giesecke, G Schwenkler Journal of Financial Economics 129 (1), 154-183, 2018 | 339* | 2018 |
| Filtered likelihood for point processes K Giesecke, G Schwenkler Journal of Econometrics 204 (1), 33-53, 2018 | 37 | 2018 |
| Inference for large financial systems K Giesecke, G Schwenkler, JA Sirignano Mathematical Finance 30 (1), 3-46, 2020 | 27 | 2020 |
| The network of firms implied by the news G Schwenkler, H Zheng Boston University Questrom School of Business Research Paper, 2019 | 23* | 2019 |
| News-driven peer co-movement in crypto markets G Schwenkler, H Zheng Available at SSRN 3572471, 2020 | 17* | 2020 |
| Preventing COVID-19 fatalities: State versus federal policies JP Renne, G Roussellet, G Schwenkler arXiv preprint arXiv:2010.15263, 2020 | 10 | 2020 |
| Simulated likelihood estimators for discretely observed jump-diffusions K Giesecke, G Schwenkler Available at SSRN 2518160, 2014 | 9* | 2014 |
| The systemic effects of benchmarking D Duarte, K Lee, G Schwenkler Available at SSRN 2646791, 2019 | 5 | 2019 |
| Efficient estimation and filtering for multivariate jump–diffusions F Guay, G Schwenkler Journal of econometrics 223 (1), 251-275, 2021 | 4* | 2021 |
| Estimating the dynamics of consumption growth G Schwenkler Available at SSRN 3140044, 2018 | 4 | 2018 |
| Why does news coverage predict returns? Evidence from the underlying editor preferences for risky stocks G Schwenkler, H Zheng preferences for risky stocks (December 3, 2021), 2021 | 3 | 2021 |
| A Study Of The Reliability of Crypto Data Provision G Schwenkler, A Shah, D Yang Available at SSRN 4673905, 2023 | | 2023 |
| A Model of Venture Capital Investing with Subscription Lines J Bocks, G Schwenkler Available at SSRN 4513380, 2023 | | 2023 |
| Discussion of:“Exploring the sources of loan default clustering using survival analysis with frailty” G Schwenkler | | 2021 |
| Preventing COVID-19 Fatalities: State versus Federal Policies (preprint) JP Renne, G Roussellet, G Schwenkler | | 2020 |
| Likelihood Inference for Stochastic Processes with Jumps GA Schwenkler Stanford University, 2013 | | 2013 |
| In this section G Roussellet, G Schwenkler, JP Renne | | |
