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.

See also:

• CentER Applied Research
• CentERdata
• Faculty of Economics & Business Administration
• Rankings & Research

Contact:

CentER
PO Box 90153
5000 LE Tilburg
The Netherlands