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 3 4 7 118
A regime-switching stochastic volatility model for forecasting electricity prices 0 0 1 123 0 0 3 196
Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model 0 0 1 122 1 1 2 193
Model Selection in Kernel Ridge Regression 0 0 0 170 0 1 8 554
Modelling Issues in Kernel Ridge Regression 0 1 2 143 0 2 15 776
Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression 0 0 0 169 0 0 3 475
Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression 0 0 1 105 0 1 5 246
Sparse and Robust Factor Modelling 0 0 0 18 0 0 2 76
Total Working Papers 0 1 6 960 4 9 45 2,634


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 5 71
Nonlinear forecasting with many predictors using kernel ridge regression 1 1 2 22 1 3 11 109
The transmission of foreign shocks to South Eastern European economies: A Bayesian VAR approach 0 0 0 32 0 0 0 118
Total Journal Articles 1 1 2 54 1 4 16 298


Statistics updated 2025-09-05