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dr. F.C. Drost

Associate Professor  

Tilburg School of Economics and Management
Econometrics and Operations Research

 

Expertise

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.

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Last amended: 19 November 2014