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 1 123 0 1 3 196
A regime-switching stochastic volatility model for forecasting electricity prices 0 0 1 110 0 1 4 115
Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model 0 1 1 122 0 1 1 192
Model Selection in Kernel Ridge Regression 0 0 0 170 0 1 9 554
Modelling Issues in Kernel Ridge Regression 0 1 2 143 0 3 15 776
Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression 0 0 0 169 0 1 3 475
Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression 0 0 1 105 1 2 5 246
Sparse and Robust Factor Modelling 0 0 0 18 0 0 2 76
Total Working Papers 0 3 6 960 1 10 42 2,630


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 2 5 71
Nonlinear forecasting with many predictors using kernel ridge regression 0 1 1 21 1 4 10 108
The transmission of foreign shocks to South Eastern European economies: A Bayesian VAR approach 0 0 0 32 0 0 0 118
Total Journal Articles 0 1 1 53 1 6 15 297


Statistics updated 2025-08-05