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Drost, Feike C.; Klaassen, Chris A.J. - In: Journal of econometrics 81 (1997) 1, pp. 193-222

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Drost, Feike C.; Werker, Bas J.M. - In: Journal of econometrics 74 (1996) 1, pp. 31-58

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Drost, Feike C.; Nijman, Theo E. - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 909-928

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Drost, Feike C.; Werker, Bas J.M. - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 1, pp. 40-50

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Drost, Feike C.; Nijman, Theo E.; Werker, Bas J.M. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 2, pp. 237-243

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Boes, Mark-Jan; Drost, Feike C.; Werker, Bas J.M. - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 2, pp. 517

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Driessen, Joost; Melenberg, Bertrand; Nijman, Theo - In: Journal of international money and finance 22 (2003) 5, pp. 629-656

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Driessen, Joost; Melenberg, Bertrand; Nijman, Theo - In: Journal of econometrics 126 (2005) 1, pp. 201

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Nijman, Theo; Sentana, Enrique - In: Journal of econometrics 71 (1996) 1-2, pp. 71-88

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Verbeek, Marno; Nijman, Theo - In: Journal of econometrics 59 (1993) 1-2, pp. 125-136

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