Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Simulated Likelihood Estimator...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
5
Schätztheorie
5
Credit risk
4
Insolvency
4
Insolvenz
4
Kreditrisiko
4
Theorie
4
Theory
4
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Statistical distribution
3
Statistische Verteilung
3
Stochastic process
3
Stochastischer Prozess
3
Corporate bond
2
Filtering
2
Likelihood inference
2
Portfolio selection
2
Portfolio-Management
2
Risiko
2
Risk
2
State space model
2
Time series analysis
2
USA
2
United States
2
Unternehmensanleihe
2
Zeitreihenanalyse
2
Zustandsraummodell
2
banks
2
1866-2008
1
1866-2010
1
ARCH model
1
ARCH-Modell
1
Artificial intelligence
1
Asymptotic efficiency
1
Bank lending
1
Banking crises
1
Bankruptcy
1
Bias
1
Bid-ask spread
1
more ...
less ...
Online availability
All
Undetermined
Free
88
Type of publication
All
Article
22
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
15
Undetermined
11
Author
All
Giesecke, Kay
24
Longstaff, Francis A.
6
Schaefer, Stephen
4
Kim, Baeho
3
Schwenkler, Gustavo
3
Strebulaev, Ilya
3
Strebulaev, Ilya A.
3
Schaefer, Stephen M.
2
Schwenkler, G.
2
Sirignano, Justin
2
Sirignano, Justin A.
2
Tsoukalas, Gerry
2
Weber, Stefan
2
Azizpour, S
1
Azizpour, Shahriar
1
Biais, Bruno
1
Capponi, Agostino
1
Cong, Lin William
1
Gaur, Vishal
1
Giesecke, K.
1
Guay, François
1
Liberali, Gui
1
Nazerzadeh, Hamid
1
Papanicolaou, Alex
1
Sadhwani, Apaar
1
Shanthikumar, J. George
1
Shkolnik, Alexander
1
Teo, Chung-Piaw
1
Wang, Jiang
1
Zhu, Shilin
1
more ...
less ...
Institution
All
National Bureau of Economic Research (NBER)
2
Published in...
All
Journal of econometrics
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Journal of Economic Dynamics and Control
3
Journal of Banking & Finance
2
Journal of Financial Economics
2
Management Science
2
NBER Working Papers
2
Working paper / National Bureau of Economic Research, Inc.
2
Journal of financial econometrics
1
Journal of financial economics
1
Mathematical Finance
1
Mathematics of operations research
1
Operations research
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
RePEc
11
Other ZBW resources
1
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Filtered likelihood for point processes
Giesecke, Kay
;
Schwenkler, Gustavo
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 33-53
Persistent link: https://www.econbiz.de/10011974711
Saved in:
2
Inference for large financial systems
Giesecke, Kay
;
Schwenkler, Gustavo
;
Sirignano, Justin A.
- In:
Mathematical Finance
(
2019
)
Persistent link: https://www.econbiz.de/10012095186
Saved in:
3
Advances in blockchain and crypto economics
Biais, Bruno
;
Capponi, Agostino
;
Cong, Lin William
; …
- In:
Management science : journal of the Institute for …
69
(
2023
)
11
,
pp. 6417-6426
Persistent link: https://www.econbiz.de/10014435341
Saved in:
4
Corporate bond default risk : a 150-year perspective
Giesecke, Kay
;
Longstaff, Francis A.
;
Schaefer, Stephen M.
-
2010
Persistent link: https://www.econbiz.de/10003952425
Saved in:
5
Macroeconomic effects of corporate default crises : a long-term perspective
Giesecke, Kay
;
Longstaff, Francis A.
;
Schaefer, Stephen M.
-
2012
Persistent link: https://www.econbiz.de/10009516751
Saved in:
6
Risk analysis for large pools of loans
Sirignano, Justin
;
Giesecke, Kay
- In:
Management science : journal of the Institute for …
65
(
2019
)
1
,
pp. 107-121
Persistent link: https://www.econbiz.de/10011991377
Saved in:
7
Large-scale loan portfolio selection
Sirignano, Justin A.
;
Tsoukalas, Gerry
;
Giesecke, Kay
- In:
Operations research
64
(
2016
)
6
,
pp. 1239-1255
Persistent link: https://www.econbiz.de/10011620636
Saved in:
8
Variation-based tests for volatility misspecification
Papanicolaou, Alex
;
Giesecke, Kay
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 217-230
Persistent link: https://www.econbiz.de/10011598102
Saved in:
9
Dynamic portfolio execution
Tsoukalas, Gerry
;
Wang, Jiang
;
Giesecke, Kay
- In:
Management science : journal of the Institute for …
65
(
2019
)
5
,
pp. 2015-2040
Persistent link: https://www.econbiz.de/10012039722
Saved in:
10
Deep learning for mortgage risk
Sadhwani, Apaar
;
Giesecke, Kay
;
Sirignano, Justin
- In:
Journal of financial econometrics
19
(
2021
)
2
,
pp. 313-368
Persistent link: https://www.econbiz.de/10012620055
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
