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 0 0 0 25
Adaptive Estimation in Time Series Models 0 0 0 0 0 1 2 269
Adaptive estimation in time-series models 0 0 1 2 1 1 2 18
Adaptive estimation in time-series models 0 0 1 3 0 1 2 34
An Asymptotic Analysis of Nearly Unstable inar (1) Models 0 0 0 6 1 1 4 28
Asymptotically UMP Panel Unit Root Tests 1 8 21 27 3 21 52 93
Closing the GARCH gap: Continuous time GARCH modeling 0 0 0 15 0 0 0 128
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 0 0 1 25
Efficiency comparisons of maximum likelihood-based estimators in garch models 0 0 0 2 0 1 2 34
Efficient Estimation in Semiparametric GARCH Models 0 0 0 12 0 0 0 47
Efficient Estimation in Semiparametric Time Series: the ACD Model 0 0 0 193 1 1 2 340
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 0 16
Efficient estimation in semiparametric GARCH models 0 0 0 7 0 0 1 35
Estimation and testing in models containing both jumps and conditional heteroskedasticity 0 0 0 0 0 0 1 4
Estimation and testing in models containing both jumps and conditional heteroskedasticity 0 0 0 4 0 0 2 37
Exchange rate target zones: A new approach 0 0 0 0 1 1 2 2
Exchange rate target zones: A new approach 0 0 0 0 0 0 0 10
How to define UMVU 0 0 0 1 0 0 1 16
How to define UMVU 0 0 0 0 0 0 1 3
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 2 42
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 0 2 16
Local Asymptotic Normality and Efficient Estimation for inar (P) Models 0 1 1 1 1 2 2 7
Local Asymptotic Normality and Efficient Estimation for inar (P) Models 0 0 0 6 1 3 3 39
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 0 0 0 0 1
Note on integer-valued bilinear time series models 0 0 0 1 0 0 0 16
Semiparametric Duration Models 0 0 0 0 0 0 0 3
Semiparametric Duration Models 0 0 0 4 0 1 2 28
Semiparametric duration models 0 0 0 0 0 0 0 22
TEMPORAL AGGREGATION OF GARCH PROCESSES 0 0 0 3 0 0 2 398
Temporal Aggregation of Garch Processes 0 0 0 4 0 2 2 367
Temporal aggregation of GARCH processes 0 0 0 2 0 1 3 11
Temporal aggregation of GARCH processes 0 0 0 1 0 0 1 6
Temporal aggregation of GARCH processes 0 0 0 64 0 1 3 208
Temporal aggregation of GARCH processes 0 0 0 13 1 1 2 75
Temporal aggregation of GARCH processes 0 0 0 21 0 0 0 79
Temporal aggregation of GARCH processes 0 0 1 8 0 0 4 22
The Impact of Overnight Periods on Option Pricing 0 0 0 1 0 1 1 6
The Impact of Overnight Periods on Option Pricing 0 0 0 9 0 0 0 55
The asymptotic structure of nearly unstable non negative integer-valued AR(1) models 0 0 0 1 0 0 1 13
The impact of overnight periods on option pricing 0 0 0 5 0 0 0 17
Total Working Papers 1 9 25 460 10 40 113 3,797

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 0 0 31
Asymptotic Inference for Jump Diffusions with State-Dependent Intensity 0 0 0 0 0 0 1 6
Closing the GARCH gap: Continuous time GARCH modeling 0 0 1 358 0 2 5 765
Efficiency comparisons of maximum-likelihood-based estimators in GARCH models 0 0 0 47 0 1 2 131
Efficient estimation in semiparametric GARCH models 0 0 0 79 0 2 2 234
Efficient estimation of auto‐regression parameters and innovation distributions for semiparametric integer‐valued AR(p) models 0 1 2 38 1 3 4 125
Estimation and Testing in Models Containing Both Jump and Conditional Heteroscedasticity 0 0 0 0 1 1 2 289
Local asymptotic normality and efficient estimation for INAR(p) models 0 0 0 42 1 1 1 144
Note on integer-valued bilinear time series models 0 0 0 12 0 0 1 88
Semiparametric Duration Models 0 0 0 0 0 1 2 352
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 1 1 852 1 4 16 2,129
The Impact of Overnight Periods on Option Pricing 0 0 0 20 0 0 1 89
The power envelope of panel unit root tests in case stationary alternatives offset explosive ones 0 0 0 1 0 0 0 8
Total Journal Articles 0 2 4 1,452 4 15 37 4,404

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Statistics updated 2025-10-06