List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Efficient estimation and filtering for multivariate jump-diffusions Journal of Econometrics | 2021-05-04 | Paper |
| Inference for large financial systems Mathematical Finance | 2020-05-14 | Paper |
| Simulated likelihood estimators for discretely observed jump-diffusions Journal of Econometrics | 2019-12-19 | Paper |
| Filtered likelihood for point processes Journal of Econometrics | 2018-04-18 | Paper |
Research outcomes over time
This page was built for person: Gustavo Schwenkler
