Concepedia

Gustavo Schwenkler

GS

Statistics

Publications

6

Citations

341

H-Index

6

Active since

2008

Affiliations

Boston University(Current)

Stanford University

Santa Clara University

Gustavo Schwenkler is an author at Boston University specializing in business, financial economics, and finance.

ORCID

Publications per year

2008–2020

6

Publications

6

Exploring the sources of default clustering

Shahriar Azizpour, Kay Giesecke, Gustavo Schwenkler · Journal of Financial Economics · 2018 · 221 citations

, , +8

Exploring the Sources of Default Clustering

Kay Giesecke, Shahriar Azizpour, Gustavo Schwenkler · SSRN Electronic Journal · 2008 · 41 citations · Full text

, , +8

Inference for large financial systems

Kay Giesecke, Gustavo Schwenkler, Justin Sirignano · Mathematical Finance · 2019 · 32 citations · Full text

, , +17

Filtered likelihood for point processes

Kay Giesecke, Gustavo Schwenkler · Journal of Econometrics · 2018 · 21 citations

, , +16

Filtered Likelihood for Point Processes

Kay Giesecke, Gustavo Schwenkler · SSRN Electronic Journal · 2011 · 14 citations · Full text

, , +16

1–5 of 6