Access Statistics for Feike C. Drost

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 1 1 7 994
A note on Robinson's test of independence 0 0 0 3 0 1 1 26
Adaptive Estimation in Time Series Models 0 0 0 0 1 8 12 280
Adaptive estimation in time-series models 0 0 0 3 1 2 3 36
Adaptive estimation in time-series models 0 0 0 2 0 7 10 27
An Asymptotic Analysis of Nearly Unstable inar (1) Models 0 0 0 6 1 2 5 31
Asymptotically UMP Panel Unit Root Tests 3 3 25 31 11 33 86 128
Closing the GARCH gap: Continuous time GARCH modeling 0 0 1 16 0 4 7 135
Closing the GARCH gap: Continuous time GARCH modeling 0 0 0 8 0 2 3 189
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 4 0 7 7 32
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 2 0 5 6 39
Efficient Estimation in Semiparametric GARCH Models 0 0 0 12 0 5 7 54
Efficient Estimation in Semiparametric Time Series: the ACD Model 0 0 0 193 0 8 11 349
Efficient Estimation of Autoregression Parameters and Innovation Distributions forSemiparametric Integer-Valued AR(p) Models (Revision of DP 2007-23) 0 0 0 5 0 3 6 22
Efficient estimation in semiparametric GARCH models 0 0 0 7 0 5 8 42
Estimation and testing in models containing both jumps and conditional heteroskedasticity 0 0 0 0 0 1 1 5
Estimation and testing in models containing both jumps and conditional heteroskedasticity 0 0 0 4 0 3 5 41
Exchange rate target zones: A new approach 0 0 0 0 0 2 4 4
Exchange rate target zones: A new approach 0 0 0 0 0 4 4 14
How to define UMVU 0 0 0 1 0 2 3 18
How to define UMVU 0 0 0 0 0 0 1 3
Local Asymptotic Equivalence of the Bai and Ng (2004) and Moon and Perron (2004) Frameworks for Panel Unit Root Testing 0 0 0 2 1 2 6 20
Local Asymptotic Equivalence of the Bai and Ng (2004) and Moon and Perron (2004) Frameworks for Panel Unit Root Testing 0 0 0 15 0 2 6 47
Local Asymptotic Normality and Efficient Estimation for inar (P) Models 0 0 1 1 0 5 7 12
Local Asymptotic Normality and Efficient Estimation for inar (P) Models 0 0 0 6 1 5 10 46
Note on Integer-Valued Bilinear Time Series Models 0 1 1 1 0 1 1 2
Note on Integer-Valued Bilinear Time Series Models 0 0 0 7 1 4 4 26
Note on integer-valued bilinear time series models 0 0 0 1 0 1 1 17
Semiparametric Duration Models 0 0 0 0 0 6 7 10
Semiparametric Duration Models 0 0 0 4 0 2 6 32
Semiparametric duration models 0 0 0 0 0 3 3 25
TEMPORAL AGGREGATION OF GARCH PROCESSES 0 0 0 3 0 11 13 410
Temporal Aggregation of Garch Processes 0 0 0 4 0 5 8 373
Temporal aggregation of GARCH processes 0 0 0 64 0 5 7 213
Temporal aggregation of GARCH processes 0 0 0 21 1 11 13 92
Temporal aggregation of GARCH processes 0 0 0 1 0 6 7 12
Temporal aggregation of GARCH processes 0 0 0 8 1 6 6 28
Temporal aggregation of GARCH processes 0 0 0 2 0 5 7 16
Temporal aggregation of GARCH processes 0 0 1 14 0 2 10 83
The Impact of Overnight Periods on Option Pricing 0 0 0 9 1 5 6 61
The Impact of Overnight Periods on Option Pricing 0 1 2 3 1 6 8 13
The asymptotic structure of nearly unstable non negative integer-valued AR(1) models 0 0 1 2 0 3 7 19
The impact of overnight periods on option pricing 0 0 0 5 1 4 6 23
Total Working Papers 3 5 32 470 23 205 346 4,049

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ASYMPTOTICALLY UMP PANEL UNIT ROOT TESTS—THE EFFECT OF HETEROGENEITY IN THE ALTERNATIVES 0 0 0 0 0 5 6 37
Asymptotic Inference for Jump Diffusions with State-Dependent Intensity 0 0 0 0 0 0 2 7
Closing the GARCH gap: Continuous time GARCH modeling 0 0 1 359 0 2 7 768
Efficiency comparisons of maximum-likelihood-based estimators in GARCH models 0 0 1 48 0 6 11 141
Efficient estimation in semiparametric GARCH models 0 0 0 79 1 4 10 242
Efficient estimation of auto‐regression parameters and innovation distributions for semiparametric integer‐valued AR(p) models 0 0 3 39 0 9 19 140
Estimation and Testing in Models Containing Both Jump and Conditional Heteroscedasticity 0 0 0 0 0 4 6 294
Local asymptotic normality and efficient estimation for INAR(p) models 0 0 0 42 1 6 9 152
Note on integer-valued bilinear time series models 0 0 0 12 0 2 4 92
Semiparametric Duration Models 0 0 0 0 1 5 8 358
THE POWER OF EDF TESTS OF FIT UNDER NON-ROBUST ESTIMATION OF NUISANCE PARAMETERS 0 0 0 3 0 2 2 15
Temporal Aggregation of GARCH Processes 0 0 1 852 0 9 20 2,142
The Impact of Overnight Periods on Option Pricing 0 0 0 20 0 6 7 95
The power envelope of panel unit root tests in case stationary alternatives offset explosive ones 0 0 0 1 0 0 2 10
Total Journal Articles 0 0 6 1,455 3 60 113 4,493

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Statistics updated 2026-03-04