Access Statistics for Pieter Jelle van der Sluis

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	1	4	372
Computationally Attractive Stability Tests for the Efficient Method of Moments	0	0	0	107	0	0	0	652
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	631	0	1	2	2,114
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	2	1,892
Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates	0	0	0	0	1	1	1	5
Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates	0	0	0	3	0	0	0	17
Market Timing: A Decomposition of Mutual Fund Returns	0	0	0	7	0	1	2	50
Market Timing: A Decomposition of Mutual Fund Returns	0	1	2	3	0	3	5	12
Market timing: A decomposition of mutual fund returns	0	0	0	159	0	1	1	596
Post-Sample Prediction Tests for the Efficient Method of Moments	0	0	0	131	0	0	0	1,008
Pricing Stock Options under Stochastic Volatility and Stochastic Interest Rates with Efficient Method of Moments Estimation	0	0	0	621	0	1	1	2,817
Pricing stock options under stochastic volatility and interest rates with efficient method of moments estimation	0	0	1	12	0	0	3	89
Return-Based Style Analysis with Time-Varying Exposures	0	0	0	30	0	0	5	100
Return-Based Style Analysis with Time-Varying Exposures	0	0	0	2	0	1	1	15
Return-based Style Analysis with Time-varying Exposures	0	0	0	0	0	0	1	1,323
Structural Stability Tests with Unknown Breakpoint for the Efficient Method of Moments with Application to Stochastic Volatility Models	0	0	0	261	0	0	0	1,227
The Implementation Shortfall of Institutional Equity Trades	0	0	0	351	0	0	0	985
Volatility Reprojection and Forecasting Performance -- An EMM Approach toward the Multivariate Stochastic Volatility Model	0	0	0	0	0	0	4	588
Washington Meets Wall Street: A Closer Examination of the Presidential Cylce Puzzle	0	0	0	12	0	0	1	67
Washington meets Wall Street: A Closer Examination of the Presidential Cycle Puzzle	0	0	0	62	1	1	2	214
Washington meets Wall Street: A closer examination of the presidential cycle puzzle	0	0	0	12	0	0	1	87
Total Working Papers	0	2	4	2,951	3	11	36	14,430

1 registered items for which data could not be found

Journal Article	File Downloads				Abstract Views
Journal Article	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	0	338
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	4	1,382
Forecasting market impact costs and identifying expensive trades	0	0	4	52	0	0	7	190
Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates	0	1	1	3	0	1	1	16
Market impact costs of institutional equity trades	0	0	1	104	0	0	2	332
Return-based style analysis with time-varying exposures	0	1	1	273	0	2	5	728
Washington meets Wall Street: A closer examination of the presidential cycle puzzle	0	1	1	15	0	1	5	93
What factors increase the risk of incurring high market impact costs?	0	0	0	18	1	1	1	75
Total Journal Articles	0	3	8	815	1	5	25	3,154

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Statistics updated 2024-09-04