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 3 117 0 1 14 167
A regime-switching stochastic volatility model for forecasting electricity prices 0 2 8 108 0 5 21 101
Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model 0 0 1 118 3 5 11 175
Model Selection in Kernel Ridge Regression 2 5 16 148 5 15 66 484
Modelling Issues in Kernel Ridge Regression 0 4 15 114 11 37 112 615
Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression 0 0 1 166 3 3 12 453
Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression 0 0 2 100 0 1 5 207
Sparse and Robust Factor Modelling 0 0 0 13 0 0 4 64
Total Working Papers 2 11 46 884 22 67 245 2,266


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 0 6 54
Nonlinear forecasting with many predictors using kernel ridge regression 0 0 1 7 1 1 10 49
The transmission of foreign shocks to South Eastern European economies: A Bayesian VAR approach 0 0 1 27 1 2 8 98
Total Journal Articles 0 0 2 34 2 3 24 201


Statistics updated 2020-09-04