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 3 113 0 2 27 149
A regime-switching stochastic volatility model for forecasting electricity prices 0 0 1 124 0 2 10 207
Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model 0 0 0 122 0 2 17 210
Model Selection in Kernel Ridge Regression 0 0 3 174 2 2 17 573
Modelling Issues in Kernel Ridge Regression 0 0 0 143 0 8 22 799
Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression 0 0 0 169 0 1 12 487
Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression 0 0 0 105 0 2 15 263
Sparse and Robust Factor Modelling 0 0 0 18 0 1 11 87
Total Working Papers 0 0 7 968 2 20 131 2,775


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 8 79
Nonlinear forecasting with many predictors using kernel ridge regression 0 1 3 25 2 4 30 139
The transmission of foreign shocks to South Eastern European economies: A Bayesian VAR approach 0 0 0 32 0 0 10 128
Total Journal Articles 0 1 3 57 2 5 48 346


Statistics updated 2026-10-11