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 3 3 7 378
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 1 1 1 632 2 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 1 1 2 19
Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates 0 0 0 0 0 0 1 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 2 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 0 0 2 91
Return-Based Style Analysis with Time-Varying Exposures 0 0 0 30 1 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 1 1 6 1,329
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 0 0 2 69
Washington meets Wall Street: A Closer Examination of the Presidential Cycle Puzzle 0 0 1 63 0 0 8 221
Washington meets Wall Street: A closer examination of the presidential cycle puzzle 0 0 0 12 0 0 2 89
Total Working Papers 1 1 3 2,954 10 12 59 14,486
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 0 0 3 1,385
Forecasting market impact costs and identifying expensive trades 0 1 1 53 1 2 3 193
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 0 0 0 332
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 1 1 7 81
Total Journal Articles 0 1 5 820 2 4 28 3,181

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Statistics updated 2025-08-05