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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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Temporal aggregation of GARCH processes
Drost, Feike C.; Nijman, Theodore E. - 1990
Persistent link: https://www.econbiz.de/10000801756
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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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An asymptotic analysis of nearly unstable INAR (1) models
Drost, Feike C. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003331627
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Local asymptotic normality and efficient estimation for INAR (P) models
Drost, Feike C. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003331631
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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
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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
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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
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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