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 2 3 113 1 6 31 149
A regime-switching stochastic volatility model for forecasting electricity prices 0 0 1 124 1 4 11 207
Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model 0 0 0 122 2 3 17 210
Model Selection in Kernel Ridge Regression 0 0 4 174 0 0 17 571
Modelling Issues in Kernel Ridge Regression 0 0 0 143 8 9 23 799
Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression 0 0 0 169 1 3 12 487
Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression 0 0 0 105 2 3 17 263
Sparse and Robust Factor Modelling 0 0 0 18 0 2 11 87
Total Working Papers 0 2 8 968 15 30 139 2,773


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 8 79
Nonlinear forecasting with many predictors using kernel ridge regression 1 1 3 25 1 6 28 137
The transmission of foreign shocks to South Eastern European economies: A Bayesian VAR approach 0 0 0 32 0 0 10 128
Total Journal Articles 1 1 3 57 1 8 46 344


Statistics updated 2026-09-10