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 0 1 1 994
A note on Robinson's test of independence 0 0 0 3 2 2 3 28
Adaptive Estimation in Time Series Models 0 0 0 0 2 4 15 283
Adaptive estimation in time-series models 0 0 0 3 1 2 4 37
Adaptive estimation in time-series models 0 0 0 2 1 3 13 30
An Asymptotic Analysis of Nearly Unstable inar (1) Models 0 0 0 6 2 4 8 34
Asymptotically UMP Panel Unit Root Tests 0 4 25 32 13 30 100 147
Closing the GARCH gap: Continuous time GARCH modeling 0 0 0 8 2 2 5 191
Closing the GARCH gap: Continuous time GARCH modeling 0 0 1 16 0 1 8 136
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 2 1 1 7 40
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 4 1 1 8 33
Efficient Estimation in Semiparametric GARCH Models 0 0 0 12 0 0 7 54
Efficient Estimation in Semiparametric Time Series: the ACD Model 0 0 0 193 2 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 1 1 7 23
Efficient estimation in semiparametric GARCH models 0 0 0 7 0 0 8 42
Estimation and testing in models containing both jumps and conditional heteroskedasticity 0 0 0 4 2 2 7 43
Estimation and testing in models containing both jumps and conditional heteroskedasticity 0 0 0 0 4 4 5 9
Exchange rate target zones: A new approach 0 0 0 0 4 5 9 9
Exchange rate target zones: A new approach 0 0 0 0 4 4 8 18
How to define UMVU 0 0 0 1 1 1 3 19
How to define UMVU 0 0 0 0 1 1 1 4
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 3 7 22
Local Asymptotic Equivalence of the Bai and Ng (2004) and Moon and Perron (2004) Frameworks for Panel Unit Root Testing 0 0 0 15 3 3 9 50
Local Asymptotic Normality and Efficient Estimation for inar (P) Models 0 0 0 6 3 4 13 49
Local Asymptotic Normality and Efficient Estimation for inar (P) Models 0 0 1 1 2 2 9 14
Note on Integer-Valued Bilinear Time Series Models 0 0 0 7 2 3 6 28
Note on Integer-Valued Bilinear Time Series Models 0 0 1 1 2 2 3 4
Note on integer-valued bilinear time series models 0 0 0 1 1 1 2 18
Semiparametric Duration Models 0 0 0 0 0 1 8 11
Semiparametric Duration Models 0 0 0 4 0 0 6 32
Semiparametric duration models 0 0 0 0 2 2 5 27
TEMPORAL AGGREGATION OF GARCH PROCESSES 0 0 0 3 1 4 17 414
Temporal Aggregation of Garch Processes 0 0 0 4 1 3 11 376
Temporal aggregation of GARCH processes 0 0 1 14 0 1 11 84
Temporal aggregation of GARCH processes 0 0 0 1 3 4 10 16
Temporal aggregation of GARCH processes 0 0 0 21 3 5 17 96
Temporal aggregation of GARCH processes 0 0 0 8 0 4 9 31
Temporal aggregation of GARCH processes 0 0 0 2 3 3 9 19
Temporal aggregation of GARCH processes 0 0 0 64 1 3 9 216
The Impact of Overnight Periods on Option Pricing 0 0 2 3 3 6 13 18
The Impact of Overnight Periods on Option Pricing 0 0 0 9 3 5 10 65
The asymptotic structure of nearly unstable non negative integer-valued AR(1) models 0 0 1 2 2 2 9 21
The impact of overnight periods on option pricing 0 0 0 5 2 4 9 26
Total Working Papers 0 4 32 471 82 136 442 4,162

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 1 7 38
Asymptotic Inference for Jump Diffusions with State-Dependent Intensity 0 0 0 0 1 1 2 8
Closing the GARCH gap: Continuous time GARCH modeling 0 0 1 359 1 1 6 769
Efficiency comparisons of maximum-likelihood-based estimators in GARCH models 0 0 1 48 1 5 16 146
Efficient estimation in semiparametric GARCH models 0 0 0 79 2 3 12 244
Efficient estimation of auto‐regression parameters and innovation distributions for semiparametric integer‐valued AR(p) models 0 0 2 39 1 2 20 142
Estimation and Testing in Models Containing Both Jump and Conditional Heteroscedasticity 0 0 0 0 0 1 7 295
Local asymptotic normality and efficient estimation for INAR(p) models 0 0 0 42 0 2 10 153
Note on integer-valued bilinear time series models 0 0 0 12 2 2 6 94
Semiparametric Duration Models 0 0 0 0 3 4 10 361
THE POWER OF EDF TESTS OF FIT UNDER NON-ROBUST ESTIMATION OF NUISANCE PARAMETERS 0 0 0 3 3 3 5 18
Temporal Aggregation of GARCH Processes 0 1 2 853 2 7 26 2,149
The Impact of Overnight Periods on Option Pricing 0 0 0 20 3 5 12 100
The power envelope of panel unit root tests in case stationary alternatives offset explosive ones 0 0 0 1 1 1 3 11
Total Journal Articles 0 1 6 1,456 21 38 142 4,528

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Statistics updated 2026-05-06