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 1 124 0 1 7 203
A regime-switching stochastic volatility model for forecasting electricity prices 1 1 1 111 2 10 29 143
Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model 0 0 0 122 1 4 15 207
Model Selection in Kernel Ridge Regression 1 2 4 174 1 6 18 571
Modelling Issues in Kernel Ridge Regression 0 0 1 143 0 1 16 790
Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression 0 0 0 169 1 3 9 484
Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression 0 0 0 105 3 6 15 260
Sparse and Robust Factor Modelling 0 0 0 18 1 3 9 85
Total Working Papers 2 3 7 966 9 34 118 2,743


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 7 77
Nonlinear forecasting with many predictors using kernel ridge regression 1 1 3 24 3 12 25 131
The transmission of foreign shocks to South Eastern European economies: A Bayesian VAR approach 0 0 0 32 0 3 10 128
Total Journal Articles 1 1 3 56 3 16 42 336


Statistics updated 2026-06-04