Pieter Jelle van der Sluis

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• EmmPack 1.01: C/C++ Code for Use with Ox for Estimation of Univariate Stochastic Volatility Models with the Efficient Method of Moments (RePEc:bpj:sndecm:v:2:y:1997:i:3:n:al1)
  by van der Sluis Pieter J.
• Washington Meets Wall Street: A Closer Examination of the Presidential Cylce Puzzle (RePEc:crf:wpaper:13-4)
  by Roman Kraussl & Andre Lucas & David R. Rijsbergen & Pieter Jelle van der Sluis & Evert B. Vrugt
• Computationally attractive stability tests for the efficient method of moments (RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c203-c227)
  by Pieter J. Van Der Sluis
• Market impact costs of institutional equity trades (RePEc:eee:jimfin:v:26:y:2007:i:6:p:974-1000)
  by Bikker, Jacob A. & Spierdijk, Laura & van der Sluis, Pieter Jelle
• Washington meets Wall Street: A closer examination of the presidential cycle puzzle (RePEc:eee:jimfin:v:43:y:2014:i:c:p:50-69)
  by Kräussl, Roman & Lucas, André & Rijsbergen, David R. & van der Sluis, Pieter Jelle & Vrugt, Evert B.
• Market timing: A decomposition of mutual fund returns (RePEc:ems:eureri:978)
  by Swinkels, L.A.P. & van der Sluis, P.J. & Verbeek, M.J.C.M.
• Pricing stock options under stochastic volatility and interest rates with efficient method of moments estimation (RePEc:gro:rugsom:99b31)
  by Jiang, George J. & Sluis, Pieter J. van der
• Forecasting market impact costs and identifying expensive trades (RePEc:jof:jforec:v:27:y:2008:i:1:p:21-39)
  by Jacob A. Bikker & Laura Spierdijk & Roy P. M. M. Hoevenaars & Pieter Jelle Van der Sluis
• Washington Meets Wall Street: A Closer Examination of the Presidential Cylce Puzzle (RePEc:luc:wpaper:13-4)
  by Roman Kraussl & Andre Lucas & David R. Rijsbergen & Pieter Jelle van der Sluis & Evert B. Vrugt
• Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates (RePEc:oup:revfin:v:3:y:1999:i:3:p:273-310.)
  by George J. Jiang & Pieter J. van der Sluis
• Return-based Style Analysis with Time-varying Exposures (RePEc:sce:scecf1:125)
  by Laurens Swinkels, Pieter Jelle VanDerSluis
• Volatility Reprojection and Forecasting Performance -- An EMM Approach toward the Multivariate Stochastic Volatility Model (RePEc:sce:scecf1:16)
  by George J. Jiang and Pieter J. van der Sluis
• EmmPack 1.0: C Code for use with Ox for the Estimation of Univariate Stochastic Volatility Models with the Efficient Method of Moments (RePEc:sce:scecf7:117)
  by Pieter J. van der Sluis
• Forecasting Volatility under Multivariate Stochastic Volatility Model via Reprojection (RePEc:sce:scecf9:313)
  by Pieter J. van der Sluis & George J. Jiang
• What factors increase the risk of incurring high market impact costs? (RePEc:taf:applec:v:42:y:2010:i:3:p:369-387)
  by Jacob Bikker & Laura Spierdijk & Pieter-Jelle van der Sluis
• Return-based style analysis with time-varying exposures (RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:529-552)
  by Laurens Swinkels & Pieter Van Der Sluis
• Post-Sample Prediction Tests for the Efficient Method of Moments (RePEc:tin:wpaper:19970054)
  by Pieter J. van der Sluis
• Computationally Attractive Stability Tests for the Efficient Method of Moments (RePEc:tin:wpaper:19970087)
  by Pieter J. van der Sluis
• EmmPack 1.01: C/C++ Code for Use with Ox for Estimation of Univariate Stochastic Volatility Models with the Efficient Method of Moments (RePEc:tin:wpaper:19980021)
  by Pieter J. van der Sluis
• Structural Stability Tests with Unknown Breakpoint for the Efficient Method of Moments with Application to Stochastic Volatility Models (RePEc:tin:wpaper:19980055)
  by Pieter J. van der Sluis
• Pricing Stock Options under Stochastic Volatility and Stochastic Interest Rates with Efficient Method of Moments Estimation (RePEc:tin:wpaper:19980067)
  by George J. Jiang & Pieter J. van der Sluis
• Washington meets Wall Street: A Closer Examination of the Presidential Cycle Puzzle (RePEc:tin:wpaper:20080101)
  by R. Kraeussl & A. Lucas & D. Rijsbergen & P.J. van der Sluis & E. Vrugt
• Market Timing : A Decomposition of Mutual Fund Returns (RePEc:tiu:tiucen:5b546da3-eaab-4bcf-be9c-502b2e895003)
  by Swinkels, L.A.P. & van der Sluis, P.J. & Verbeek, M.J.C.M.
• Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates (RePEc:tiu:tiucen:c0839083-c128-4a3f-a2c5-faa967ae4d9d)
  by Jiang, G.J. & van der Sluis, P.J.
• Return-Based Style Analysis with Time-Varying Exposures (RePEc:tiu:tiucen:f2c16530-4d18-4f43-bb6d-f927c6e3fa3b)
  by Swinkels, L.A.P. & van der Sluis, P.J.
• Market Timing : A Decomposition of Mutual Fund Returns (RePEc:tiu:tiutis:5b546da3-eaab-4bcf-be9c-502b2e895003)
  by Swinkels, L.A.P. & van der Sluis, P.J. & Verbeek, M.J.C.M.
• Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates (RePEc:tiu:tiutis:c0839083-c128-4a3f-a2c5-faa967ae4d9d)
  by Jiang, G.J. & van der Sluis, P.J.
• Return-Based Style Analysis with Time-Varying Exposures (RePEc:tiu:tiutis:f2c16530-4d18-4f43-bb6d-f927c6e3fa3b)
  by Swinkels, L.A.P. & van der Sluis, P.J.
• A Reality Check on Hedge Funds Returns (RePEc:vua:wpaper:2003-17)
  by Posthuma, Nolke & Sluis, Pieter Jelle van der
• The Implementation Shortfall of Institutional Equity Trades (RePEc:vua:wpaper:2004-9)
  by Bikker, Jacob A. & Spierdijk, Laura & Sluis, Pieter Jelle van der
• Washington meets Wall Street: A closer examination of the presidential cycle puzzle (RePEc:zbw:cfswop:201006)
  by Kräussl, Roman & Lucas, André & Rijsbergen, David R. & van der Sluis, Pieter Jelle & Vrugt, Evert B.