Access Statistics for Feike C. Drost

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	0	0	0	6	7
A note on Robinson's test of independence	0	0	0	3	0	0	4	29
Adaptive Estimation in Time Series Models	0	0	0	0	0	1	17	286
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	2	6	40
Adaptive estimation in time-series models	0	1	1	3	0	2	15	32
An Asymptotic Analysis of Nearly Unstable inar (1) Models	0	0	0	6	1	1	8	35
An Asymptotic Analysis of Nearly Unstable inar (1) Models	0	0	0	0	0	0	5	7
Asymptotically UMP Panel Unit Root Tests	0	0	6	32	2	2	59	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	0	2	2	7	11
Closing the GARCH gap: Continuous time GARCH modeling	0	0	1	16	1	1	9	137
Closing the GARCH gap: Continuous time GARCH modeling	0	0	0	8	1	1	5	192
Efficiency comparisons of maximum likelihood-based estimators in garch models	0	0	0	2	1	2	8	42
Efficiency comparisons of maximum likelihood-based estimators in garch models	0	0	0	4	0	0	8	33
Efficiency comparisons of maximum likelihood-based estimators in garch models	0	0	0	0	0	1	7	12
Efficiency comparisons of maximum likelihood-based estimators in garch models	0	0	0	0	0	0	4	8
Efficient Estimation in Semiparametric GARCH Models	0	0	0	0	1	1	6	8
Efficient Estimation in Semiparametric GARCH Models	0	0	0	12	0	0	8	55
Efficient Estimation in Semiparametric Time Series: the ACD Model	0	0	0	193	1	3	15	354
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 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 in semiparametric GARCH models	0	0	0	7	0	2	9	44
Estimation and testing in models containing both jumps and conditional heteroskedasticity	0	0	0	4	0	0	6	43
Estimation and testing in models containing both jumps and conditional heteroskedasticity	0	0	0	0	0	0	6	10
Exchange rate target zones: A new approach	0	0	0	0	0	0	8	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	1	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	1	9	51
Local Asymptotic Normality and Efficient Estimation for inar (P) Models	0	0	0	6	0	0	11	49
Local Asymptotic Normality and Efficient Estimation for inar (P) Models	0	0	0	1	0	0	8	14
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	7	0	0	7	29
Note on integer-valued bilinear time series models	0	0	0	1	0	0	2	18
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	1	2	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	1	12	86
Temporal aggregation of GARCH processes	0	0	0	64	1	1	9	217
Temporal aggregation of GARCH processes	0	0	0	2	1	1	9	20
Temporal aggregation of GARCH processes	0	0	0	8	1	3	14	36
Temporal aggregation of GARCH processes	0	0	0	1	1	1	11	17
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	1	12	67
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	0	2	11	28
Total Working Papers	0	1	13	472	18	35	475	4,289

Journal Article	File Downloads				Abstract Views
Journal Article	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	2	8	87
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	0	0	5	770
Efficiency comparisons of maximum-likelihood-based estimators in GARCH models	0	0	1	48	0	1	16	147
Efficient estimation in semiparametric GARCH models	0	0	0	79	0	2	12	246
Efficient estimation of auto‐regression parameters and innovation distributions for semiparametric integer‐valued AR(p) models	0	0	1	39	1	2	20	144
Estimation and Testing in Models Containing Both Jump and Conditional Heteroscedasticity	0	0	0	0	0	0	8	296
Local asymptotic normality and efficient estimation for INAR(p) models	0	0	0	42	0	2	13	156
Note on integer-valued bilinear time series models	0	0	0	12	1	1	7	95
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	0	2	8	21
Temporal Aggregation of GARCH Processes	0	0	1	853	2	6	31	2,159
The Impact of Overnight Periods on Option Pricing	0	0	0	20	1	2	13	102
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	0	0	5	1,482	7	22	167	4,646

Chapter	File Downloads				Abstract Views
Chapter	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	0	0	4	4
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	0	0	9	9

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Statistics updated 2026-09-10