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How to define UMVU
Drost, Feike C. - Tilburg University, School of Economics and Management - 1988
Persistent link: https://www.econbiz.de/10011086844
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Adaptive estimation in time-series models
Drost, Feike C.; Werker, Bas J.M.; Klaassen, C.A.J. - Tilburg University, Center for Economic Research - 1994
Persistent link: https://www.econbiz.de/10011091130
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Estimation and testing in models containing both jumps and conditional heteroskedasticity
Drost, Feike C.; Nijman, Theodore E.; Werker, Bas J. M. - 1994
Persistent link: https://www.econbiz.de/10000904675
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Estimation and testing in models containing both jumps and conditional heteroscedasticity
Drost, Feike C. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 2, pp. 237-243
Persistent link: https://www.econbiz.de/10001244002