//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
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
Corporate Bond Default Risk: A...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Schätztheorie
2
Stochastic process
2
Stochastischer Prozess
2
Asymptotic efficiency
1
Computational efficiency
1
Diffusion processes
1
Efficient parametric inference
1
Filtering
1
Goodness-of-fit tests
1
Jump-diffusions
1
Likelihood approximation
1
Likelihood inference
1
Maximum likelihood
1
Point processes
1
Probability theory
1
Statistical test
1
Statistischer Test
1
Theorie
1
Theory
1
Time series analysis
1
Unbiased density estimator
1
Volatility
1
Volatility testing
1
Volatilität
1
Wahrscheinlichkeitsrechnung
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Giesecke, Kay
3
Papanicolaou, Alex
1
Schwenkler, G.
1
Schwenkler, Gustavo
1
Published in...
All
Journal of econometrics
NBER Working Papers
21,130
NBER Books
1,193
NBER Technical Working Papers
345
NBER Chapters
213
NBER Historical Working Papers
137
Working paper / National Bureau of Economic Research, Inc.
38
Journal of financial economics
32
NBER working paper series
31
The journal of finance : the journal of the American Finance Association
31
NBER Working Paper
29
The review of financial studies
27
Working paper / National Bureau of Economic Research, Inc
14
Journal of Financial Economics
13
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Journal of Finance
10
The journal of fixed income
9
University of California at Los Angeles, Anderson Graduate School of Management
9
Stanford University Graduate School of Business research paper
8
Discussion paper / Centre for Economic Policy Research
7
Discussion papers of interdisciplinary research project 373
7
Journal of banking & finance
7
Rock Center for Corporate Governance at Stanford University working paper series
7
SFB 373 Discussion Paper
7
SFB 373 Discussion Papers
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
IFA working paper
6
Journal of economic dynamics & control
6
Journal of financial and quantitative analysis : JFQA
6
Operations research : the journal of the Operations Research Society of America
5
The journal of business : B
5
CEPR Discussion Papers
4
Financial analysts' journal : FAJ
4
Journal of Banking & Finance
4
Journal of Financial and Quantitative Analysis
4
Journal of Economic Dynamics and Control
3
Journal of monetary economics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Operations research
3
Papers / arXiv.org
3
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Simulated likelihood estimators for discretely observed jump-diffusions
Giesecke, Kay
;
Schwenkler, G.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 297-320
Persistent link: https://www.econbiz.de/10012304557
Saved in:
2
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:
3
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->