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13篇 您的检索式:作者名="DROST F C"
    题名 作者 年代 出处 被引量
1Temporal aggregation of GARCH processes显示文摘 Nijiman T E 1993Econometrica1993,64,4:1
2Semi-parametric duration models显示文摘Drost F C Werker B M 2006Journal of Business and Economic Statistics2006,22,1:1
3Efficient estimation in semiparametric GARCH models显示文摘Drost F C Klaassen C A J 1997Journal of Econometrics1997,81,1:1
4Semiparametric duration models显示文摘Drost F C Werker B J M 2004Journal of Business and Economic Statistics American Statistical Association2004,22,1:1
5Estimation and testing in models containing both jump and conditional hetcroskedasticity显示文摘Drost F C Nijman T E Werker B J M 1998Journal of Business and Economic Statistics1998,16,2:1
6Semiparametric duration models显示文摘Drost F C Werker B J M 2004Journal of Business and Economic Statistics2004,22,:1
7The impact of overnight periods on option pricing 显示文摘Boes M-J Drost F C Werker B J M 2007Journal of Financial and Quantitative Analysis2007,42,:1
8Efficient estimation of auto-regression parameters and innovation distributions for semi-parametric integer-valued AR (p) models显示文摘Drost F C Akker R V D Werker B JM 0,,:1
9Semi-parametric duration models显示文摘Drost F C Werker B J M 2004Journal of Business and Economic Statistics2004,22,1:1
10Comparison of re- spiratory triggering and gating techniques for the removal of respiratory artifacts in MR imaging 显示文摘LEWIS C PRATO F DROST D 1986Radiology1986,160,3:1
11The Asymptotic Structure of Nearly Unstable Non-negative Integer-Valued AR ( 1 ) models 显示文摘Drost F C Van Den Akker R Werker B J M 2009Bernoulli2009,15,2:1
12A quartz crystal biosensor for measurement in liquids 显示文摘KOβLINGER C DROST S ABERL F 1992Biosens&bioelectries1992,7,6:1
13A jump -diffusion model for exchange rates in a target zone显示文摘FRANK D J DROST F C WERKER B J M 2001Statistical Neer- landica2001,55,3:1
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