Feike C. Drost

33 papers and 1.1k indexed citations i.

Feike C. Drost has authored 33 papers that have received a total of 1.1k indexed citations. This includes 21 papers in Finance, 17 papers in Statistics and Probability and 13 papers in General Economics, Econometrics and Finance. The topics of these papers are Financial Risk and Volatility Modeling (17 papers), Statistical Methods and Inference (13 papers) and Monetary Policy and Economic Impact (12 papers). Feike C. Drost is often cited by papers focused on Financial Risk and Volatility Modeling (17 papers), Statistical Methods and Inference (13 papers) and Monetary Policy and Economic Impact (12 papers) and collaborates with scholars based in The Netherlands, United States and Belgium. Feike C. Drost's co-authors include Bas J. M. Werker, Chris A. J. Klaassen, W.C.M. Kallenberg, Theo Nijman and J. Oosterhoff and has published in prestigious journals such as Journal of the American Statistical Association, Econometrica and Journal of Econometrics