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 1 123 1 1 4 197
A regime-switching stochastic volatility model for forecasting electricity prices 0 0 1 110 4 7 11 122
Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model 0 0 1 122 0 1 2 193
Model Selection in Kernel Ridge Regression 1 1 1 171 2 2 10 556
Modelling Issues in Kernel Ridge Regression 0 0 2 143 1 1 16 777
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 2 3 7 248
Sparse and Robust Factor Modelling 0 0 0 18 0 0 2 76
Total Working Papers 1 1 7 961 10 15 55 2,644


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 5 71
Nonlinear forecasting with many predictors using kernel ridge regression 0 1 2 22 0 2 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 0 1 2 54 0 2 16 298


Statistics updated 2025-10-06