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 1 3 8 382
Computationally Attractive Stability Tests for the Efficient Method of Moments 0 0 0 107 2 4 5 657
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 2 10 2,125
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 3 3 4 1,896
Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates 0 0 0 3 1 3 5 22
Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates 0 0 0 0 2 3 3 8
Market Timing: A Decomposition of Mutual Fund Returns 0 0 0 3 1 2 3 15
Market Timing: A Decomposition of Mutual Fund Returns 0 0 0 7 2 2 5 55
Market timing: A decomposition of mutual fund returns 0 0 0 159 2 3 6 602
Post-Sample Prediction Tests for the Efficient Method of Moments 0 0 0 131 1 4 7 1,015
Pricing Stock Options under Stochastic Volatility and Stochastic Interest Rates with Efficient Method of Moments Estimation 0 0 0 621 0 3 4 2,821
Pricing stock options under stochastic volatility and interest rates with efficient method of moments estimation 0 0 0 12 1 1 4 93
Return-Based Style Analysis with Time-Varying Exposures 0 0 0 30 2 8 10 112
Return-Based Style Analysis with Time-Varying Exposures 0 0 1 3 0 1 3 18
Return-based Style Analysis with Time-varying Exposures 0 0 0 0 0 0 5 1,331
Structural Stability Tests with Unknown Breakpoint for the Efficient Method of Moments with Application to Stochastic Volatility Models 0 0 1 262 1 2 4 1,231
The Implementation Shortfall of Institutional Equity Trades 0 0 0 351 0 1 3 989
Volatility Reprojection and Forecasting Performance -- An EMM Approach toward the Multivariate Stochastic Volatility Model 0 0 0 0 1 1 2 590
Washington Meets Wall Street: A Closer Examination of the Presidential Cylce Puzzle 0 0 0 12 3 5 10 77
Washington meets Wall Street: A Closer Examination of the Presidential Cycle Puzzle 0 0 0 63 0 1 5 222
Washington meets Wall Street: A closer examination of the presidential cycle puzzle 0 0 0 12 2 2 4 91
Total Working Papers 0 0 3 2,955 25 54 110 14,552
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 12 13 14 352
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 6 1,389
Forecasting market impact costs and identifying expensive trades 0 0 1 53 0 3 7 197
Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates 0 0 0 3 3 4 6 22
Market impact costs of institutional equity trades 0 0 0 104 2 2 6 338
Return-based style analysis with time-varying exposures 0 0 1 277 1 6 9 744
Washington meets Wall Street: A closer examination of the presidential cycle puzzle 0 0 0 15 2 7 11 104
What factors increase the risk of incurring high market impact costs? 0 0 0 18 0 0 5 81
Total Journal Articles 0 0 2 820 20 37 64 3,227

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Statistics updated 2026-01-08