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 1 110 0 0 3 114
A regime-switching stochastic volatility model for forecasting electricity prices 1 1 1 123 1 1 3 196
Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model 1 1 2 122 1 1 2 192
Model Selection in Kernel Ridge Regression 0 0 0 170 0 2 9 553
Modelling Issues in Kernel Ridge Regression 0 1 1 142 1 2 14 774
Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression 0 0 0 169 1 1 3 475
Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression 0 1 1 105 1 4 4 245
Sparse and Robust Factor Modelling 0 0 0 18 0 1 2 76
Total Working Papers 2 4 6 959 5 12 40 2,625


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 2 6 70
Nonlinear forecasting with many predictors using kernel ridge regression 1 1 1 21 2 4 8 106
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 1 1 1 53 3 6 14 294


Statistics updated 2025-06-06