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 5 11 386
Computationally Attractive Stability Tests for the Efficient Method of Moments 0 0 0 107 0 6 8 661
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 1 2 12 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 3 6 6 206
Forecasting Volatility under Multivariate Stochastic Volatility Model via Reprojection 0 0 0 353 3 11 11 1,904
Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates 0 0 0 0 1 4 5 10
Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates 0 0 0 3 2 7 10 28
Market Timing: A Decomposition of Mutual Fund Returns 0 0 0 7 0 3 4 56
Market Timing: A Decomposition of Mutual Fund Returns 0 0 0 3 0 5 6 19
Market timing: A decomposition of mutual fund returns 0 0 0 159 1 7 9 607
Post-Sample Prediction Tests for the Efficient Method of Moments 0 0 0 131 0 3 8 1,017
Pricing Stock Options under Stochastic Volatility and Stochastic Interest Rates with Efficient Method of Moments Estimation 0 0 0 621 1 3 6 2,824
Pricing stock options under stochastic volatility and interest rates with efficient method of moments estimation 0 0 0 12 0 4 5 96
Return-Based Style Analysis with Time-Varying Exposures 0 0 0 30 1 3 11 113
Return-Based Style Analysis with Time-Varying Exposures 0 0 1 3 0 2 4 20
Return-based Style Analysis with Time-varying Exposures 0 0 0 0 2 5 9 1,336
Structural Stability Tests with Unknown Breakpoint for the Efficient Method of Moments with Application to Stochastic Volatility Models 0 0 1 262 2 5 7 1,235
The Implementation Shortfall of Institutional Equity Trades 0 0 0 351 3 4 5 993
Volatility Reprojection and Forecasting Performance -- An EMM Approach toward the Multivariate Stochastic Volatility Model 0 0 0 0 0 2 2 591
Washington Meets Wall Street: A Closer Examination of the Presidential Cylce Puzzle 0 0 0 12 1 4 9 78
Washington meets Wall Street: A Closer Examination of the Presidential Cycle Puzzle 0 0 0 63 5 10 11 232
Washington meets Wall Street: A closer examination of the presidential cycle puzzle 0 0 0 12 0 6 7 95
Total Working Papers 0 0 3 2,955 27 107 166 14,634
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 15 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 2 6 1,391
Forecasting market impact costs and identifying expensive trades 0 0 1 53 0 3 9 200
Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates 0 0 0 3 1 5 6 24
Market impact costs of institutional equity trades 0 0 0 104 4 6 10 342
Return-based style analysis with time-varying exposures 0 0 1 277 0 3 11 746
Washington meets Wall Street: A closer examination of the presidential cycle puzzle 0 0 0 15 0 5 12 107
What factors increase the risk of incurring high market impact costs? 0 0 0 18 1 8 9 89
Total Journal Articles 0 0 2 820 6 47 79 3,254


Statistics updated 2026-03-04