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 1 1 8 203
A regime-switching stochastic volatility model for forecasting electricity prices 0 0 0 110 3 9 27 141
Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model 0 0 1 122 2 4 15 206
Model Selection in Kernel Ridge Regression 1 1 3 173 5 6 17 570
Modelling Issues in Kernel Ridge Regression 0 0 1 143 1 10 17 790
Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression 0 0 0 169 0 4 9 483
Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression 0 0 0 105 3 5 13 257
Sparse and Robust Factor Modelling 0 0 0 18 1 6 8 84
Total Working Papers 1 1 7 964 16 45 114 2,734


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 8 77
Nonlinear forecasting with many predictors using kernel ridge regression 0 0 3 23 5 10 24 128
The transmission of foreign shocks to South Eastern European economies: A Bayesian VAR approach 0 0 0 32 3 3 10 128
Total Journal Articles 0 0 3 55 9 15 42 333


Statistics updated 2026-05-06