CentER

CentER is a world-class research institute that draws on the academic expertise of some of the most outstanding minds in the field of economics and business.

Center

Feike C. Drost



Feike C. Drost is research fellow at CentER, Tilburg University, and associate professor in Mathematical Statistics and Quantitative Finance at the Department of Econometrics & OR.

Feike's research program is concentrated on the statistical aspects of financial models and it includes, for example, semiparametric analysis in time series, statistical properties of diffusion models, and the relation between discrete time and continuous time models.