Access Statistics for Pieter Jelle van der Sluis

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Reality Check on Hedge Funds Returns	0	0	0	110	0	1	6	375
Computationally Attractive Stability Tests for the Efficient Method of Moments	0	0	0	107	0	1	1	653
EmmPack 1.01: C/C++ Code for Use with Ox for Estimation of Univariate Stochastic Volatility Models with the Efficient Method of Moments	0	0	1	631	0	0	2	2,115
EmmPack 1.0: C Code for use with Ox for the Estimation of Univariate Stochastic Volatility Models with the Efficient Method of Moments	0	0	0	84	0	0	0	200
Forecasting Volatility under Multivariate Stochastic Volatility Model via Reprojection	0	0	0	353	1	1	1	1,893
Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates	0	0	0	0	0	0	1	5
Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates	0	0	0	3	0	1	1	18
Market Timing: A Decomposition of Mutual Fund Returns	0	0	0	7	1	2	3	52
Market Timing: A Decomposition of Mutual Fund Returns	0	0	1	3	0	1	5	13
Market timing: A decomposition of mutual fund returns	0	0	0	159	1	2	3	598
Post-Sample Prediction Tests for the Efficient Method of Moments	0	0	0	131	0	1	1	1,009
Pricing Stock Options under Stochastic Volatility and Stochastic Interest Rates with Efficient Method of Moments Estimation	0	0	0	621	0	1	2	2,818
Pricing stock options under stochastic volatility and interest rates with efficient method of moments estimation	0	0	1	12	1	2	5	91
Return-Based Style Analysis with Time-Varying Exposures	0	0	0	30	0	0	2	102
Return-Based Style Analysis with Time-Varying Exposures	0	0	0	2	0	1	2	16
Return-based Style Analysis with Time-varying Exposures	0	0	0	0	0	1	4	1,327
Structural Stability Tests with Unknown Breakpoint for the Efficient Method of Moments with Application to Stochastic Volatility Models	0	0	0	261	0	1	1	1,228
The Implementation Shortfall of Institutional Equity Trades	0	0	0	351	1	3	3	988
Volatility Reprojection and Forecasting Performance -- An EMM Approach toward the Multivariate Stochastic Volatility Model	0	0	0	0	0	1	1	589
Washington Meets Wall Street: A Closer Examination of the Presidential Cylce Puzzle	0	0	0	12	1	2	2	69
Washington meets Wall Street: A Closer Examination of the Presidential Cycle Puzzle	0	1	1	63	3	6	8	221
Washington meets Wall Street: A closer examination of the presidential cycle puzzle	0	0	0	12	0	1	1	88
Total Working Papers	0	1	4	2,952	9	29	55	14,468

1 registered items for which data could not be found

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Computationally attractive stability tests for the efficient method of moments	0	0	0	1	0	1	1	339
EmmPack 1.01: C/C++ Code for Use with Ox for Estimation of Univariate Stochastic Volatility Models with the Efficient Method of Moments	0	0	0	349	0	2	4	1,385
Forecasting market impact costs and identifying expensive trades	0	0	0	52	1	1	2	191
Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates	0	0	1	3	1	2	3	18
Market impact costs of institutional equity trades	0	0	1	104	0	0	1	332
Return-based style analysis with time-varying exposures	0	0	4	276	0	0	11	735
Washington meets Wall Street: A closer examination of the presidential cycle puzzle	0	0	1	15	1	2	4	95
What factors increase the risk of incurring high market impact costs?	0	0	0	18	0	4	6	80
Total Journal Articles	0	0	7	818	3	12	32	3,175

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Statistics updated 2025-03-03