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科言猫学术研究的AI总结
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F

Feike C. Drost

机构信息待补充

15H指数
65论文数
1.8K被引数
收录论文 6
发表时间
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The impact of overnight periods on option pricing
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2009-04-06
err23
errOAAI
errBoes, Mark-Jan; Drost, Feike C.; Werker, Bas J. M.
err分享
err收藏
Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued AR(p) models
errJOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
IF3.6
err2008-10-22
err67
PREAI
errDrost, Feike C.; van den Akker, Ramon; Werker, Bas J. M.
err分享
err收藏
Efficiency comparisons of maximum-likelihood-based estimators in GARCH models
errJOURNAL OF ECONOMETRICS
IF4
err1999-11-01
err30
errOAAI
errGonzález-Rivera, G; Drost, FC
err分享
err收藏
Efficient estimation in semiparametric GARCH models半参数GARCH模型的有效估计
errJOURNAL OF ECONOMETRICS
IF4
err1997-11-01
err85
errOAAI
errDrost, FC; Klaassen, CAJ
err分享
err收藏
Closing the GARCH gap: Continuous time GARCH modeling缩小GARCH差距: 连续时间GARCH建模
errJOURNAL OF ECONOMETRICS
IF4
err1996-09-01
err112
errOAAI
errDrost, FC; Werker, BJM
err分享
err收藏
TEMPORAL AGGREGATION OF GARCH PROCESSESGARCH过程的时间聚集
errECONOMETRICA
IF7.1
err1993-07-01
err327
PREAI
errDROST, FC; NIJMAN, TE
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
B
Bas J. M. Werker
H 指数: 27 · 论文数: 232
C
Chris A. J. Klaassen
H 指数: 19 · 论文数: 135
G
Gloria González‐Rivera
H 指数: 17 · 论文数: 93
R
Ramon Van den Akker
H 指数: 10 · 论文数: 70
M
Mark-Jan Boes
H 指数: 3 · 论文数: 6
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