Access Statistics for Pieter Jelle van der Sluis

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 20 398
Computationally Attractive Stability Tests for the Efficient Method of Moments 0 0 0 107 1 1 11 664
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 0 632 0 0 7 2,127
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 7 207
Forecasting Volatility under Multivariate Stochastic Volatility Model via Reprojection 0 0 0 353 0 0 11 1,904
Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates 0 0 0 3 1 1 15 34
Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates 0 0 0 0 0 0 5 10
Market Timing: A Decomposition of Mutual Fund Returns 0 0 0 7 1 1 6 58
Market Timing: A Decomposition of Mutual Fund Returns 0 0 0 3 0 2 14 27
Market timing: A decomposition of mutual fund returns 0 1 1 160 0 1 12 611
Post-Sample Prediction Tests for the Efficient Method of Moments 0 0 0 131 0 0 7 1,018
Pricing Stock Options under Stochastic Volatility and Stochastic Interest Rates with Efficient Method of Moments Estimation 0 0 0 621 1 1 8 2,826
Pricing stock options under stochastic volatility and interest rates with efficient method of moments estimation 0 0 0 12 1 1 5 97
Return-Based Style Analysis with Time-Varying Exposures 0 0 1 31 3 4 19 123
Return-Based Style Analysis with Time-Varying Exposures 0 0 1 3 0 0 6 22
Return-based Style Analysis with Time-varying Exposures 0 0 0 0 2 2 12 1,343
Structural Stability Tests with Unknown Breakpoint for the Efficient Method of Moments with Application to Stochastic Volatility Models 0 0 0 262 0 0 8 1,237
The Implementation Shortfall of Institutional Equity Trades 0 0 0 351 0 0 8 996
Volatility Reprojection and Forecasting Performance -- An EMM Approach toward the Multivariate Stochastic Volatility Model 0 0 0 0 0 0 8 597
Washington Meets Wall Street: A Closer Examination of the Presidential Cylce Puzzle 0 0 0 12 0 0 10 80
Washington meets Wall Street: A Closer Examination of the Presidential Cycle Puzzle 1 1 1 64 2 11 33 254
Washington meets Wall Street: A closer examination of the presidential cycle puzzle 0 0 0 12 1 1 7 96
Total Working Papers 1 2 4 2,958 13 27 239 14,729
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
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 0 16 355
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 1 6 1,392
Forecasting market impact costs and identifying expensive trades 0 0 0 53 0 0 9 203
Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates 0 0 0 3 0 0 7 25
Market impact costs of institutional equity trades 0 0 0 104 0 0 14 347
Return-based style analysis with time-varying exposures 0 2 2 279 1 5 21 758
Washington meets Wall Street: A closer examination of the presidential cycle puzzle 0 0 0 15 1 3 24 120
What factors increase the risk of incurring high market impact costs? 0 0 0 18 1 1 12 93
Total Journal Articles 0 2 2 822 3 10 109 3,293

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10