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 0 122 0 1 3 195
A regime-switching stochastic volatility model for forecasting electricity prices 0 1 1 110 0 2 3 114
Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model 0 0 1 121 0 0 1 191
Model Selection in Kernel Ridge Regression 0 0 0 170 0 3 8 551
Modelling Issues in Kernel Ridge Regression 0 0 2 141 0 7 16 772
Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression 0 0 0 169 0 2 2 474
Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression 0 0 0 104 1 1 1 242
Sparse and Robust Factor Modelling 0 0 0 18 1 1 3 76
Total Working Papers 0 1 4 955 2 17 37 2,615


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 4 68
Nonlinear forecasting with many predictors using kernel ridge regression 0 0 1 20 1 1 8 103
The transmission of foreign shocks to South Eastern European economies: A Bayesian VAR approach 0 0 0 32 0 0 1 118
Total Journal Articles 0 0 1 52 1 2 13 289


Statistics updated 2025-04-04