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 1 1 1 110 2 2 3 114
A regime-switching stochastic volatility model for forecasting electricity prices 0 0 0 122 1 1 3 195
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 1 170 1 4 9 551
Modelling Issues in Kernel Ridge Regression 0 0 2 141 3 9 16 772
Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression 0 0 0 169 2 2 2 474
Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression 0 0 0 104 0 0 0 241
Sparse and Robust Factor Modelling 0 0 0 18 0 0 2 75
Total Working Papers 1 1 5 955 9 18 36 2,613


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 0 1 4 68
Nonlinear forecasting with many predictors using kernel ridge regression 0 0 1 20 0 1 8 102
The transmission of foreign shocks to South Eastern European economies: A Bayesian VAR approach 0 0 0 32 0 0 2 118
Total Journal Articles 0 0 1 52 0 2 14 288


Statistics updated 2025-03-03