//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The Impact of Overnight Period...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
5
Theory
5
Estimation theory
4
Schätztheorie
4
Time series analysis
4
Zeitreihenanalyse
4
Einheitswurzeltest
2
Exchange rate
2
Experiment
2
Panel
2
Panel study
2
USA
2
Unit root test
2
United States
2
Wechselkurs
2
1980-1985
1
1980-1994
1
ARCH model
1
ARCH-Modell
1
Aggregation
1
Aktienindex
1
CAPM
1
Capital income
1
Dauer
1
Duration
1
Estimation
1
France
1
Frankreich
1
Großbritannien
1
Kapitaleinkommen
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Option pricing theory
1
Optionspreistheorie
1
Schätzung
1
Stock index
1
Time
1
United Kingdom
1
more ...
less ...
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Working Paper
18
Arbeitspapier
17
Graue Literatur
11
Non-commercial literature
11
Article in journal
9
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
9
Author
All
Drost, Feike C.
9
Werker, Bas J. M.
4
Becheri, I. Gaia
2
Nijman, Theodore E.
2
Akker, Ramon van den
1
Akker, Roman van den
1
Boes, Mark-Jan
1
González-Rivera, Gloria
1
Klaassen, Chris A.
1
more ...
less ...
Published in...
All
Journal of econometrics
3
Econometric theory
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of financial and quantitative analysis : JFQA
1
Nonparametric dynamic modelling
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Efficiency comparisons of maximum-likelihood-based estimators in GARCH models
González-Rivera, Gloria
;
Drost, Feike C.
- In:
Journal of econometrics
93
(
1999
)
1
,
pp. 93-111
Persistent link: https://www.econbiz.de/10001406643
Saved in:
2
Efficient estimation in semiparametric GARCH models
Drost, Feike C.
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 193-221
Persistent link: https://www.econbiz.de/10001336797
Saved in:
3
Temporal aggregation of GARCH processes
Drost, Feike C.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 909-927
Persistent link: https://www.econbiz.de/10001147137
Saved in:
4
Estimation and testing in models containing both jumps and conditional heteroscedasticity
Drost, Feike C.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 237-243
Persistent link: https://www.econbiz.de/10001244002
Saved in:
5
Asymptotically UMP panel unit root tests : the effect of heterogeneity in the alternatives
Becheri, I. Gaia
;
Drost, Feike C.
;
Akker, Roman van den
- In:
Econometric theory
31
(
2015
)
3
,
pp. 539-559
Persistent link: https://www.econbiz.de/10011341911
Saved in:
6
Asymptotically UMP panel unit root tests : the effect of heterogeneity in the alternatives
Becheri, I. Gaia
;
Drost, Feike C.
;
Akker, Ramon van den
- In:
Econometric theory
31
(
2015
)
3
,
pp. 539-559
Persistent link: https://www.econbiz.de/10011290895
Saved in:
7
Closing the GARCH gap : continuous time GARCH modeling
Drost, Feike C.
;
Werker, Bas J. M.
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10001755360
Saved in:
8
Semiparametric duration models
Drost, Feike C.
;
Werker, Bas J. M.
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
1
,
pp. 40-50
Persistent link: https://www.econbiz.de/10001891415
Saved in:
9
The impact of overnight periods on option pricing
Boes, Mark-Jan
;
Drost, Feike C.
;
Werker, Bas J. M.
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
2
,
pp. 517-533
Persistent link: https://www.econbiz.de/10003484188
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->