Access Statistics for Feike C. Drost

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Note on Robinson's Test of Independence	0	0	0	0	12	43	200	624
Adaptive Estimation in Time Series Models	0	0	0	0	4	8	23	174
An asymptotic analysis of nearly unstable inar (1) models	2	3	7	50	2	5	18	165
Efficient Estimation in Semiparametric Time Series: the ACD Model	1	3	18	142	1	5	36	189
Efficient Estimation of Autoregression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(p) Models (Subsequently replaced by DP 2008-53)	0	0	0	45	4	8	46	175
Efficient Estimation of Autoregression Parameters and Innovation Distributions forSemiparametric Integer-Valued AR(p) Models (Revision of DP 2007-23)	0	1	12	21	0	2	20	30
Efficient estimation in semiparametric GARCH models	2	5	31	391	6	12	63	1,114
Estimation and Testing in Models Containing Both Jumps and Conditional Heteroskedasticity	0	1	18	310	8	12	37	1,057
Local asymptotic normality and efficient estimation for inar (P) models	1	2	12	73	4	10	45	205
Note on Integer-Valued Bilinear Time Series Models	0	1	8	42	4	8	40	108
Semiparametric duration models	1	2	6	187	3	5	16	323
TEMPORAL AGGREGATION OF GARCH PROCESSES	0	0	0	3	0	4	28	280
Temporal Aggregation of Garch Processes	0	0	0	4	0	6	41	257
The impact of overnight periods on option pricing	0	0	5	65	0	2	17	149
Total Working Papers	7	18	117	1,333	48	130	630	4,850

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Closing the GARCH gap: Continuous time GARCH modeling	2	8	30	224	4	12	48	405
Efficiency comparisons of maximum-likelihood-based estimators in GARCH models	0	3	6	29	0	3	10	56
Efficient estimation in semiparametric GARCH models	0	2	10	40	3	7	17	117
Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued AR("p") models	1	2	9	9	6	10	28	28
Estimation and Testing in Models Containing Both Jump and Conditional Heteroscedasticity	0	0	0	0	2	4	23	156
Local asymptotic normality and efficient estimation for INAR(p) models	2	3	8	10	3	6	30	33
Note on integer-valued bilinear time series models	0	2	6	6	1	5	21	21
Semiparametric Duration Models	0	0	0	0	8	11	30	241
Temporal Aggregation of GARCH Processes	5	21	91	567	6	35	145	1,435
The Impact of Overnight Periods on Option Pricing	0	1	1	1	0	1	1	1
Total Journal Articles	10	42	161	886	33	94	353	2,493

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Statistics updated 2009-11-04