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 5 11 123
A regime-switching stochastic volatility model for forecasting electricity prices 0 1 2 124 0 2 4 198
Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model 0 0 1 122 2 5 7 198
Model Selection in Kernel Ridge Regression 0 1 1 171 1 4 11 558
Modelling Issues in Kernel Ridge Regression 0 0 2 143 0 1 14 777
Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression 0 0 0 169 0 2 5 477
Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression 0 0 1 105 2 6 11 252
Sparse and Robust Factor Modelling 0 0 0 18 0 0 1 76
Total Working Papers 0 2 8 962 5 25 64 2,659


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 1 5 72
Nonlinear forecasting with many predictors using kernel ridge regression 1 1 3 23 2 3 11 112
The transmission of foreign shocks to South Eastern European economies: A Bayesian VAR approach 0 0 0 32 1 3 3 121
Total Journal Articles 1 1 3 55 4 7 19 305


Statistics updated 2025-12-06