Feike C. Drost

1.8k total citations
31 papers, 1.0k citations indexed

About

Feike C. Drost is a scholar working on Finance, General Economics, Econometrics and Finance and Statistics and Probability. According to data from OpenAlex, Feike C. Drost has authored 31 papers receiving a total of 1.0k indexed citations (citations by other indexed papers that have themselves been cited), including 18 papers in Finance, 14 papers in General Economics, Econometrics and Finance and 14 papers in Statistics and Probability. Recurrent topics in Feike C. Drost's work include Financial Risk and Volatility Modeling (15 papers), Monetary Policy and Economic Impact (12 papers) and Statistical Methods and Inference (10 papers). Feike C. Drost is often cited by papers focused on Financial Risk and Volatility Modeling (15 papers), Monetary Policy and Economic Impact (12 papers) and Statistical Methods and Inference (10 papers). Feike C. Drost collaborates with scholars based in Netherlands, United States and Belgium. Feike C. Drost's co-authors include Theo Nijman, Bas J. M. Werker, Chris A. J. Klaassen, Gloria González‐Rivera, Frank de Jong, J. Oosterhoff, W.C.M. Kallenberg, David S. Moore and Noel Cressie and has published in prestigious journals such as Journal of the American Statistical Association, Econometrica and Journal of Econometrics.

In The Last Decade

Feike C. Drost

31 papers receiving 909 citations

Peers

Feike C. Drost
Rohit Deo United States
Jeroen V.K. Rombouts Canada
Giorgio Calzolari Italy
Dominik Wied Germany
Patrick Gagliardini Switzerland
W. K. Li Hong Kong
Gilles Teyssière France
Gael M. Martin Australia
Wai Keung Li Hong Kong
Degui Li United Kingdom
Rohit Deo United States
Feike C. Drost
Citations per year, relative to Feike C. Drost Feike C. Drost (= 1×) peers Rohit Deo

Countries citing papers authored by Feike C. Drost

Since Specialization
Citations

This map shows the geographic impact of Feike C. Drost's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Feike C. Drost with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Feike C. Drost more than expected).

Fields of papers citing papers by Feike C. Drost

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Feike C. Drost. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Feike C. Drost. The network helps show where Feike C. Drost may publish in the future.

Co-authorship network of co-authors of Feike C. Drost

This figure shows the co-authorship network connecting the top 25 collaborators of Feike C. Drost. A scholar is included among the top collaborators of Feike C. Drost based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Feike C. Drost. Feike C. Drost is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
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Drost, Feike C., et al.. (2014). Unit root tests for cross-sectionally dependent panels: The influence of observed factors. Journal of Statistical Planning and Inference. 160. 11–22. 3 indexed citations
3.
Drost, Feike C., et al.. (2014). Unit Root Tests for Cross-Sectionally Dependent Panels: The Influence of Observed Factors. SSRN Electronic Journal. 1 indexed citations
4.
Drost, Feike C., et al.. (2009). The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models. Bernoulli. 15(2). 13 indexed citations
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Drost, Feike C., et al.. (2008). Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(p) Models. Journal of the Royal Statistical Society Series B (Statistical Methodology). 71(2). 467–485. 55 indexed citations
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Drost, Feike C., et al.. (2006). Local Asymptotic Normality and Efficient Estimation for INAR(p) Models. SSRN Electronic Journal. 2 indexed citations
9.
Drost, Feike C., et al.. (2006). An Asymptotic Analysis of Nearly Unstable Inar (1) Models. SSRN Electronic Journal. 4 indexed citations
10.
Drost, Feike C., et al.. (2005). Nonparametric Risk-Neutral Return and Volatility Distributions. SSRN Electronic Journal. 4 indexed citations
11.
Jong, Frank de, Feike C. Drost, & Bas J. M. Werker. (2001). A Jump‐diffusion Model for Exchange Rates in a Target Zone. Statistica Neerlandica. 55(3). 270–300. 35 indexed citations
12.
González‐Rivera, Gloria & Feike C. Drost. (1999). Efficiency comparisons of maximum-likelihood-based estimators in GARCH models. Journal of Econometrics. 93(1). 93–111. 26 indexed citations
13.
Drost, Feike C., Theo Nijman, & Bas J. M. Werker. (1998). Estimation and Testing in Models Containing Both Jumps and Conditional Heteroscedasticity. Journal of Business and Economic Statistics. 16(2). 237–243. 30 indexed citations
14.
Drost, Feike C., Theo Nijman, & Bas J. M. Werker. (1998). Estimation and Testing in Models Containing Both Jumps and Conditional Heteroscedasticity. Journal of Business and Economic Statistics. 16(2). 237–237. 20 indexed citations
15.
Drost, Feike C. & Chris A. J. Klaassen. (1997). Efficient Estimation in Semiparametric GARCH Models. SSRN Electronic Journal. 1 indexed citations
16.
Drost, Feike C. & Chris A. J. Klaassen. (1997). Efficient estimation in semiparametric GARCH models. Journal of Econometrics. 81(1). 193–221. 85 indexed citations
17.
Drost, Feike C., W.C.M. Kallenberg, David S. Moore, & J. Oosterhoff. (1989). Power Approximations to Multinomial Tests of Fit. Journal of the American Statistical Association. 84(405). 130–141. 25 indexed citations
18.
Drost, Feike C.. (1989). Generalized Chi-Square Goodness-of-Fit Tests for Location-Scale Models when the Number of Classes Tends to Infinity. The Annals of Statistics. 17(3). 5 indexed citations
19.
Cressie, Noel & Feike C. Drost. (1989). Asymptotics for Generalized Chi-Square Goodness-of-Fit Tests.. Journal of the Royal Statistical Society Series A (Statistics in Society). 152(2). 258–258. 8 indexed citations
20.
Drost, Feike C.. (1988). Asymptotics for generalized chi-square goodness-of-fit tests. Data Archiving and Networked Services (DANS). 48. 1–104. 8 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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