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 2 124 3 4 8 202
A regime-switching stochastic volatility model for forecasting electricity prices 0 0 1 110 5 9 20 132
Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model 0 0 1 122 2 6 11 202
Model Selection in Kernel Ridge Regression 0 1 2 172 4 7 14 564
Modelling Issues in Kernel Ridge Regression 0 0 2 143 2 3 11 780
Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression 0 0 0 169 2 2 7 479
Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression 0 0 1 105 0 2 11 252
Sparse and Robust Factor Modelling 0 0 0 18 1 2 3 78
Total Working Papers 0 1 9 963 19 35 85 2,689


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 2 4 7 75
Nonlinear forecasting with many predictors using kernel ridge regression 0 1 3 23 3 8 16 118
The transmission of foreign shocks to South Eastern European economies: A Bayesian VAR approach 0 0 0 32 2 5 7 125
Total Journal Articles 0 1 3 55 7 17 30 318


Statistics updated 2026-02-12