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 3 6 378
Computationally Attractive Stability Tests for the Efficient Method of Moments 0 0 0 107 0 0 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 1 1 632 0 3 6 2,120
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 0 0 1 1,893
Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates 0 0 0 3 0 1 2 19
Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates 0 0 0 0 0 0 0 5
Market Timing: A Decomposition of Mutual Fund Returns 0 0 0 7 0 0 2 52
Market Timing: A Decomposition of Mutual Fund Returns 0 0 0 3 0 0 1 13
Market timing: A decomposition of mutual fund returns 0 0 0 159 0 1 3 599
Post-Sample Prediction Tests for the Efficient Method of Moments 0 0 0 131 0 2 3 1,011
Pricing Stock Options under Stochastic Volatility and Stochastic Interest Rates with Efficient Method of Moments Estimation 0 0 0 621 0 0 1 2,818
Pricing stock options under stochastic volatility and interest rates with efficient method of moments estimation 0 0 0 12 1 1 3 92
Return-Based Style Analysis with Time-Varying Exposures 0 0 0 30 0 1 4 104
Return-Based Style Analysis with Time-Varying Exposures 0 0 0 2 0 0 1 16
Return-based Style Analysis with Time-varying Exposures 0 0 0 0 2 3 8 1,331
Structural Stability Tests with Unknown Breakpoint for the Efficient Method of Moments with Application to Stochastic Volatility Models 0 0 1 262 0 0 2 1,229
The Implementation Shortfall of Institutional Equity Trades 0 0 0 351 0 0 3 988
Volatility Reprojection and Forecasting Performance -- An EMM Approach toward the Multivariate Stochastic Volatility Model 0 0 0 0 0 0 1 589
Washington Meets Wall Street: A Closer Examination of the Presidential Cylce Puzzle 0 0 0 12 1 1 3 70
Washington meets Wall Street: A Closer Examination of the Presidential Cycle Puzzle 0 0 1 63 0 0 7 221
Washington meets Wall Street: A closer examination of the presidential cycle puzzle 0 0 0 12 0 0 2 89
Total Working Papers 0 1 3 2,954 4 16 60 14,490
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 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 1 1 4 1,386
Forecasting market impact costs and identifying expensive trades 0 1 1 53 1 3 4 194
Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates 0 0 0 3 0 0 2 18
Market impact costs of institutional equity trades 0 0 0 104 1 1 1 333
Return-based style analysis with time-varying exposures 0 0 4 277 0 1 9 737
Washington meets Wall Street: A closer examination of the presidential cycle puzzle 0 0 0 15 0 0 3 96
What factors increase the risk of incurring high market impact costs? 0 0 0 18 0 1 6 81
Total Journal Articles 0 1 5 820 3 7 30 3,184

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

Statistics updated 2025-09-05