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 11 22 397
Computationally Attractive Stability Tests for the Efficient Method of Moments 0 0 0 107 0 2 10 663
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 1 632 0 0 10 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 1 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 5 15 33
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 3 0 6 12 25
Market Timing: A Decomposition of Mutual Fund Returns 0 0 0 7 0 1 5 57
Market timing: A decomposition of mutual fund returns 0 0 0 159 0 3 12 610
Post-Sample Prediction Tests for the Efficient Method of Moments 0 0 0 131 0 1 9 1,018
Pricing Stock Options under Stochastic Volatility and Stochastic Interest Rates with Efficient Method of Moments Estimation 0 0 0 621 0 1 7 2,825
Pricing stock options under stochastic volatility and interest rates with efficient method of moments estimation 0 0 0 12 0 0 5 96
Return-Based Style Analysis with Time-Varying Exposures 1 1 1 31 1 6 16 119
Return-Based Style Analysis with Time-Varying Exposures 0 0 1 3 1 2 6 22
Return-based Style Analysis with Time-varying Exposures 0 0 0 0 0 5 13 1,341
Structural Stability Tests with Unknown Breakpoint for the Efficient Method of Moments with Application to Stochastic Volatility Models 0 0 0 262 0 2 8 1,237
The Implementation Shortfall of Institutional Equity Trades 0 0 0 351 0 3 8 996
Volatility Reprojection and Forecasting Performance -- An EMM Approach toward the Multivariate Stochastic Volatility Model 0 0 0 0 1 6 8 597
Washington Meets Wall Street: A Closer Examination of the Presidential Cylce Puzzle 0 0 0 12 0 2 11 80
Washington meets Wall Street: A Closer Examination of the Presidential Cycle Puzzle 0 0 0 63 4 11 22 243
Washington meets Wall Street: A closer examination of the presidential cycle puzzle 0 0 0 12 0 0 6 95
Total Working Papers 1 1 3 2,956 8 68 228 14,702
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 0 6 1,391
Forecasting market impact costs and identifying expensive trades 0 0 1 53 0 3 12 203
Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates 0 0 0 3 0 1 7 25
Market impact costs of institutional equity trades 0 0 0 104 1 5 15 347
Return-based style analysis with time-varying exposures 0 0 0 277 0 7 17 753
Washington meets Wall Street: A closer examination of the presidential cycle puzzle 0 0 0 15 8 10 21 117
What factors increase the risk of incurring high market impact costs? 0 0 0 18 0 3 12 92
Total Journal Articles 0 0 1 820 9 29 106 3,283

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Statistics updated 2026-06-04