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 0 6 993
A note on Robinson's test of independence 0 0 0 3 1 1 1 26
Adaptive Estimation in Time Series Models 0 0 0 0 2 5 7 274
Adaptive estimation in time-series models 0 0 0 2 2 4 5 22
Adaptive estimation in time-series models 0 0 0 3 0 0 1 34
An Asymptotic Analysis of Nearly Unstable inar (1) Models 0 0 0 6 0 1 5 29
Asymptotically UMP Panel Unit Root Tests 0 1 22 28 11 13 64 106
Closing the GARCH gap: Continuous time GARCH modeling 0 1 1 16 1 4 4 132
Closing the GARCH gap: Continuous time GARCH modeling 0 0 0 8 0 0 2 187
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 4 3 3 3 28
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 2 2 2 4 36
Efficient Estimation in Semiparametric GARCH Models 0 0 0 12 2 4 4 51
Efficient Estimation in Semiparametric Time Series: the ACD Model 0 0 0 193 3 4 6 344
Efficient Estimation of Autoregression Parameters and Innovation Distributions forSemiparametric Integer-Valued AR(p) Models (Revision of DP 2007-23) 0 0 0 5 1 4 4 20
Efficient estimation in semiparametric GARCH models 0 0 0 7 1 3 4 38
Estimation and testing in models containing both jumps and conditional heteroskedasticity 0 0 0 0 0 0 0 4
Estimation and testing in models containing both jumps and conditional heteroskedasticity 0 0 0 4 1 2 4 39
Exchange rate target zones: A new approach 0 0 0 0 1 1 3 3
Exchange rate target zones: A new approach 0 0 0 0 3 3 3 13
How to define UMVU 0 0 0 0 0 0 1 3
How to define UMVU 0 0 0 1 0 0 1 16
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 4 18
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 5 45
Local Asymptotic Normality and Efficient Estimation for inar (P) Models 0 0 0 6 2 4 7 43
Local Asymptotic Normality and Efficient Estimation for inar (P) Models 0 0 1 1 1 1 3 8
Note on Integer-Valued Bilinear Time Series Models 0 0 0 0 0 0 0 1
Note on Integer-Valued Bilinear Time Series Models 0 0 0 7 0 0 0 22
Note on integer-valued bilinear time series models 0 0 0 1 0 0 0 16
Semiparametric Duration Models 0 0 0 4 1 3 5 31
Semiparametric Duration Models 0 0 0 0 4 5 5 8
Semiparametric duration models 0 0 0 0 0 0 0 22
TEMPORAL AGGREGATION OF GARCH PROCESSES 0 0 0 3 6 7 9 405
Temporal Aggregation of Garch Processes 0 0 0 4 2 3 5 370
Temporal aggregation of GARCH processes 0 0 0 2 1 1 3 12
Temporal aggregation of GARCH processes 0 0 0 64 3 3 6 211
Temporal aggregation of GARCH processes 0 0 0 21 2 4 4 83
Temporal aggregation of GARCH processes 0 0 0 1 3 3 4 9
Temporal aggregation of GARCH processes 0 1 1 14 0 6 8 81
Temporal aggregation of GARCH processes 0 0 0 8 3 3 5 25
The Impact of Overnight Periods on Option Pricing 0 0 0 9 3 4 4 59
The Impact of Overnight Periods on Option Pricing 0 1 1 2 2 3 4 9
The asymptotic structure of nearly unstable non negative integer-valued AR(1) models 0 1 1 2 2 5 6 18
The impact of overnight periods on option pricing 0 0 0 5 2 4 4 21
Total Working Papers 0 5 27 465 71 118 223 3,915

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 1 1 32
Asymptotic Inference for Jump Diffusions with State-Dependent Intensity 0 0 0 0 0 1 2 7
Closing the GARCH gap: Continuous time GARCH modeling 0 1 1 359 0 1 5 766
Efficiency comparisons of maximum-likelihood-based estimators in GARCH models 0 1 1 48 1 5 7 136
Efficient estimation in semiparametric GARCH models 0 0 0 79 1 5 7 239
Efficient estimation of auto‐regression parameters and innovation distributions for semiparametric integer‐valued AR(p) models 0 1 3 39 1 7 11 132
Estimation and Testing in Models Containing Both Jump and Conditional Heteroscedasticity 0 0 0 0 3 4 6 293
Local asymptotic normality and efficient estimation for INAR(p) models 0 0 0 42 1 3 4 147
Note on integer-valued bilinear time series models 0 0 0 12 0 2 2 90
Semiparametric Duration Models 0 0 0 0 0 1 3 353
THE POWER OF EDF TESTS OF FIT UNDER NON-ROBUST ESTIMATION OF NUISANCE PARAMETERS 0 0 0 3 0 0 0 13
Temporal Aggregation of GARCH Processes 0 0 1 852 2 6 17 2,135
The Impact of Overnight Periods on Option Pricing 0 0 0 20 2 2 3 91
The power envelope of panel unit root tests in case stationary alternatives offset explosive ones 0 0 0 1 0 2 2 10
Total Journal Articles 0 3 6 1,455 11 40 70 4,444

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Statistics updated 2026-01-09