Access Statistics for Peter Exterkate

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 regime-switching stochastic volatility model for forecasting electricity prices 0 1 1 110 0 2 3 114
A regime-switching stochastic volatility model for forecasting electricity prices 0 0 0 122 0 1 2 195
Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model 0 0 1 121 0 0 1 191
Model Selection in Kernel Ridge Regression 0 0 0 170 2 3 10 553
Modelling Issues in Kernel Ridge Regression 1 1 2 142 1 4 14 773
Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression 0 0 0 169 0 2 2 474
Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression 1 1 1 105 2 3 3 244
Sparse and Robust Factor Modelling 0 0 0 18 0 1 3 76
Total Working Papers 2 3 5 957 5 16 38 2,620


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting the Yield Curve in a Data‐Rich Environment Using the Factor‐Augmented Nelson–Siegel Model 0 0 0 0 1 1 5 69
Nonlinear forecasting with many predictors using kernel ridge regression 0 0 0 20 1 2 7 104
The transmission of foreign shocks to South Eastern European economies: A Bayesian VAR approach 0 0 0 32 0 0 1 118
Total Journal Articles 0 0 0 52 2 3 13 291


Statistics updated 2025-05-12