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 0 0 110 1 10 19 133
A regime-switching stochastic volatility model for forecasting electricity prices 0 0 2 124 0 4 7 202
Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model 0 0 1 122 1 5 12 203
Model Selection in Kernel Ridge Regression 0 1 2 172 1 7 14 565
Modelling Issues in Kernel Ridge Regression 0 0 2 143 9 12 17 789
Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression 0 0 0 169 2 4 7 481
Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression 0 0 1 105 2 2 13 254
Sparse and Robust Factor Modelling 0 0 0 18 4 6 7 82
Total Working Papers 0 1 8 963 20 50 96 2,709


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 4 8 76
Nonlinear forecasting with many predictors using kernel ridge regression 0 0 3 23 1 7 17 119
The transmission of foreign shocks to South Eastern European economies: A Bayesian VAR approach 0 0 0 32 0 4 7 125
Total Journal Articles 0 0 3 55 2 15 32 320


Statistics updated 2026-03-04