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Adaptive estimation in time-series models
Drost, Feike C.; Klaassen, Chris A.; Werker, Bas J. M. - 1994
Persistent link: https://www.econbiz.de/10000900412
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Closing the GARCH gap : continuous time GARCH modeling
Drost, Feike C.; Werker, Bas J. M. - 1994
Persistent link: https://www.econbiz.de/10000879810
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Exchange rate target zones : a new approach
Jong, Frank de; Drost, Feike C.; Werker, Bas J. M. - 1997
Persistent link: https://www.econbiz.de/10000953843
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A note on Robinson's test of independence
Drost, Feike C.; Werker, Bas J. M. - 1993
Persistent link: https://www.econbiz.de/10000855021
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Efficiency comparisons of maximum likelihood-based estimators in GARCH models
González-Rivera, Gloria; Drost, Feike C. - 1998
Persistent link: https://www.econbiz.de/10000997535
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Semiparametric duration models
Drost, Feike C. (contributor); Werker, Bas J. M. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001568494
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The impact of overnight periods on option pricing
Boes, Mark-Jan (contributor); Drost, Feike C. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002621609
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Asymptotically UMP panel unit root tests
Becheri, I. Gaia; Drost, Feike C.; Akker, Ramon van den - 2013
Persistent link: https://www.econbiz.de/10009731541
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Note on integer-valued bilinear time series models
Drost, Feike C. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003656746
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Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003483609