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 Jump-Diffusion Model for Exchange-Rates in a Target Zone 0 0 0 0 0 0 2 2
A Note on Robinson's Test of Independence 0 0 0 0 0 0 2 995
A note on Robinson's test of independence 0 0 0 3 0 0 4 29
A note on Robinson's test of independence 0 0 0 0 1 1 7 8
Adaptive Estimation in Time Series Models 0 0 0 0 0 0 17 286
Adaptive estimation in time-series models 0 0 1 3 0 0 14 32
Adaptive estimation in time-series models 0 0 0 0 0 0 6 9
Adaptive estimation in time-series models 0 0 0 3 0 0 6 40
An Asymptotic Analysis of Nearly Unstable inar (1) Models 0 0 0 0 0 0 5 7
An Asymptotic Analysis of Nearly Unstable inar (1) Models 0 0 0 6 0 1 7 35
Asymptotically UMP Panel Unit Root Tests 0 0 5 32 0 2 56 149
Asymptotically UMP Panel Unit Root Tests 0 0 0 0 0 0 6 10
Closing the GARCH gap: Continuous time GARCH modeling 0 0 0 8 0 1 5 192
Closing the GARCH gap: Continuous time GARCH modeling 0 0 1 16 0 1 9 137
Closing the GARCH gap: Continuous time GARCH modeling 0 0 0 0 1 3 8 12
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 0 0 0 7 12
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 0 0 0 4 8
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 2 0 1 8 42
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 4 0 0 8 33
Efficient Estimation in Semiparametric GARCH Models 0 0 0 12 0 0 8 55
Efficient Estimation in Semiparametric GARCH Models 0 0 0 0 1 2 7 9
Efficient Estimation in Semiparametric Time Series: the ACD Model 0 0 0 193 0 1 14 354
Efficient Estimation of Autoregression Parameters and Innovation Distributions forSemiparametric Integer-Valued AR(p) Models (Revision of DP 2007-23) 0 0 0 5 0 0 7 23
Efficient Estimation of Autoregression Parameters and Innovation Distributions forSemiparametric Integer-Valued AR(p) Models (Revision of DP 2007-23) 0 0 0 0 0 0 6 8
Efficient estimation in semiparametric GARCH models 0 0 0 7 1 3 10 45
Estimation and testing in models containing both jumps and conditional heteroskedasticity 0 0 0 0 1 1 7 11
Estimation and testing in models containing both jumps and conditional heteroskedasticity 0 0 0 4 0 0 6 43
Exchange rate target zones: A new approach 0 0 0 0 0 0 7 9
Exchange rate target zones: A new approach 0 0 0 0 0 0 8 18
How to define UMVU 0 0 0 0 0 0 1 4
How to define UMVU 0 0 0 1 0 0 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 2 0 1 7 23
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 0 9 51
Local Asymptotic Normality and Efficient Estimation for inar (P) Models 0 0 0 6 0 0 10 49
Local Asymptotic Normality and Efficient Estimation for inar (P) Models 0 0 0 1 0 0 7 14
Note on Integer-Valued Bilinear Time Series Models 0 0 0 7 1 1 8 30
Note on Integer-Valued Bilinear Time Series Models 0 0 1 1 0 0 4 5
Note on integer-valued bilinear time series models 0 0 0 1 1 1 3 19
Semiparametric Duration Models 0 0 0 0 0 0 8 11
Semiparametric Duration Models 0 0 0 4 0 0 4 32
Semiparametric duration models 0 0 0 0 0 0 5 27
TEMPORAL AGGREGATION OF GARCH PROCESSES 0 0 0 3 0 1 18 416
Temporal Aggregation of Garch Processes 0 0 0 4 0 0 10 377
Temporal aggregation of GARCH processes 0 0 0 21 0 0 17 96
Temporal aggregation of GARCH processes 0 0 1 14 1 2 12 87
Temporal aggregation of GARCH processes 1 1 1 9 1 2 15 37
Temporal aggregation of GARCH processes 0 0 0 2 0 1 9 20
Temporal aggregation of GARCH processes 0 0 0 64 0 1 9 217
Temporal aggregation of GARCH processes 1 1 1 2 1 2 12 18
The Impact of Overnight Periods on Option Pricing 0 0 2 3 0 0 12 18
The Impact of Overnight Periods on Option Pricing 0 0 0 9 1 2 13 68
The asymptotic structure of nearly unstable non negative integer-valued AR(1) models 0 0 1 2 0 0 8 21
The impact of overnight periods on option pricing 0 0 0 5 1 3 12 29
Total Working Papers 2 2 14 474 12 34 477 4,301

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Jump‐diffusion Model for Exchange Rates in a Target Zone 0 0 1 26 2 4 10 89
ASYMPTOTICALLY UMP PANEL UNIT ROOT TESTS—THE EFFECT OF HETEROGENEITY IN THE ALTERNATIVES 0 0 0 0 0 0 8 39
ASYMPTOTICALLY UNIFORMLY MOST POWERFUL TESTS FOR UNIT ROOTS IN GAUSSIAN PANELS WITH CROSS-SECTIONAL DEPENDENCE GENERATED BY COMMON FACTORS 0 0 0 0 0 0 0 0
Asymptotic Inference for Jump Diffusions with State-Dependent Intensity 0 0 0 0 0 1 3 9
Closing the GARCH gap: Continuous time GARCH modeling 0 0 1 359 1 1 6 771
Efficiency comparisons of maximum-likelihood-based estimators in GARCH models 0 0 1 48 0 0 16 147
Efficient estimation in semiparametric GARCH models 0 0 0 79 1 2 13 247
Efficient estimation of auto‐regression parameters and innovation distributions for semiparametric integer‐valued AR(p) models 0 0 1 39 0 2 19 144
Estimation and Testing in Models Containing Both Jump and Conditional Heteroscedasticity 0 0 0 0 0 0 7 296
Local asymptotic normality and efficient estimation for INAR(p) models 0 0 0 42 1 3 13 157
Note on integer-valued bilinear time series models 0 0 0 12 2 3 9 97
Semiparametric Duration Models 0 0 0 0 0 0 11 363
THE POWER OF EDF TESTS OF FIT UNDER NON-ROBUST ESTIMATION OF NUISANCE PARAMETERS 0 0 0 3 1 3 9 22
Temporal Aggregation of GARCH Processes 1 1 2 854 3 8 33 2,162
The Impact of Overnight Periods on Option Pricing 0 0 0 20 1 3 14 103
The power envelope of panel unit root tests in case stationary alternatives offset explosive ones 0 0 0 1 0 1 4 12
Total Journal Articles 1 1 6 1,483 12 31 175 4,658

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Limit Theorem for Some Modified Chi-Square Statistics when the Number of Classes Increases 0 0 0 0 1 1 5 5
Asymptotic Error Bounds for Power Approximations to Multinomial Tests of Fit 0 0 0 0 0 0 5 5
Total Chapters 0 0 0 0 1 1 10 10

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11