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 2 995
A note on Robinson's test of independence 0 0 0 3 1 3 4 29
Adaptive Estimation in Time Series Models 0 0 0 0 2 5 17 285
Adaptive estimation in time-series models 0 0 0 3 1 2 5 38
Adaptive estimation in time-series models 0 0 0 2 0 3 13 30
An Asymptotic Analysis of Nearly Unstable inar (1) Models 0 0 0 6 0 3 7 34
Asymptotically UMP Panel Unit Root Tests 0 1 16 32 0 19 87 147
Closing the GARCH gap: Continuous time GARCH modeling 0 0 1 16 0 1 8 136
Closing the GARCH gap: Continuous time GARCH modeling 0 0 0 8 0 2 4 191
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 4 0 1 8 33
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 2 0 1 7 40
Efficient Estimation in Semiparametric GARCH Models 0 0 0 12 1 1 8 55
Efficient Estimation in Semiparametric Time Series: the ACD Model 0 0 0 193 0 2 13 351
Efficient Estimation of Autoregression Parameters and Innovation Distributions forSemiparametric Integer-Valued AR(p) Models (Revision of DP 2007-23) 0 0 0 5 0 1 7 23
Efficient estimation in semiparametric GARCH models 0 0 0 7 0 0 7 42
Estimation and testing in models containing both jumps and conditional heteroskedasticity 0 0 0 0 1 5 6 10
Estimation and testing in models containing both jumps and conditional heteroskedasticity 0 0 0 4 0 2 6 43
Exchange rate target zones: A new approach 0 0 0 0 0 5 9 9
Exchange rate target zones: A new approach 0 0 0 0 0 4 8 18
How to define UMVU 0 0 0 0 0 1 1 4
How to define UMVU 0 0 0 1 0 1 3 19
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 3 9 50
Local Asymptotic Equivalence of the Bai and Ng (2004) and Moon and Perron (2004) Frameworks for Panel Unit Root Testing 0 0 0 2 0 2 7 22
Local Asymptotic Normality and Efficient Estimation for inar (P) Models 0 0 0 6 0 3 13 49
Local Asymptotic Normality and Efficient Estimation for inar (P) Models 0 0 1 1 0 2 9 14
Note on Integer-Valued Bilinear Time Series Models 0 0 1 1 1 3 4 5
Note on Integer-Valued Bilinear Time Series Models 0 0 0 7 1 3 7 29
Note on integer-valued bilinear time series models 0 0 0 1 0 1 2 18
Semiparametric Duration Models 0 0 0 4 0 0 5 32
Semiparametric Duration Models 0 0 0 0 0 1 8 11
Semiparametric duration models 0 0 0 0 0 2 5 27
TEMPORAL AGGREGATION OF GARCH PROCESSES 0 0 0 3 0 4 17 414
Temporal Aggregation of Garch Processes 0 0 0 4 1 4 12 377
Temporal aggregation of GARCH processes 0 0 1 14 1 2 12 85
Temporal aggregation of GARCH processes 0 0 0 21 0 4 17 96
Temporal aggregation of GARCH processes 0 0 0 64 0 3 9 216
Temporal aggregation of GARCH processes 0 0 0 8 2 5 11 33
Temporal aggregation of GARCH processes 0 0 0 1 0 4 10 16
Temporal aggregation of GARCH processes 0 0 0 2 0 3 9 19
The Impact of Overnight Periods on Option Pricing 0 0 2 3 0 5 13 18
The Impact of Overnight Periods on Option Pricing 0 0 0 9 1 5 11 66
The asymptotic structure of nearly unstable non negative integer-valued AR(1) models 0 0 1 2 0 2 9 21
The impact of overnight periods on option pricing 0 0 0 5 0 3 9 26
Total Working Papers 0 1 23 471 14 127 438 4,176

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 1 2 8 39
Asymptotic Inference for Jump Diffusions with State-Dependent Intensity 0 0 0 0 0 1 2 8
Closing the GARCH gap: Continuous time GARCH modeling 0 0 1 359 1 2 7 770
Efficiency comparisons of maximum-likelihood-based estimators in GARCH models 0 0 1 48 0 5 16 146
Efficient estimation in semiparametric GARCH models 0 0 0 79 0 2 12 244
Efficient estimation of auto‐regression parameters and innovation distributions for semiparametric integer‐valued AR(p) models 0 0 2 39 0 2 20 142
Estimation and Testing in Models Containing Both Jump and Conditional Heteroscedasticity 0 0 0 0 1 2 8 296
Local asymptotic normality and efficient estimation for INAR(p) models 0 0 0 42 1 2 11 154
Note on integer-valued bilinear time series models 0 0 0 12 0 2 6 94
Semiparametric Duration Models 0 0 0 0 2 5 12 363
THE POWER OF EDF TESTS OF FIT UNDER NON-ROBUST ESTIMATION OF NUISANCE PARAMETERS 0 0 0 3 1 4 6 19
Temporal Aggregation of GARCH Processes 0 1 2 853 4 11 30 2,153
The Impact of Overnight Periods on Option Pricing 0 0 0 20 0 5 11 100
The power envelope of panel unit root tests in case stationary alternatives offset explosive ones 0 0 0 1 0 1 3 11
Total Journal Articles 0 1 6 1,456 11 46 152 4,539

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Statistics updated 2026-06-04