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 3 3 113 1 7 33 148
A regime-switching stochastic volatility model for forecasting electricity prices 0 0 1 124 1 3 10 206
Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model 0 0 0 122 0 2 16 208
Model Selection in Kernel Ridge Regression 0 1 4 174 0 1 17 571
Modelling Issues in Kernel Ridge Regression 0 0 0 143 0 1 15 791
Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression 0 0 0 169 0 3 11 486
Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression 0 0 0 105 0 4 15 261
Sparse and Robust Factor Modelling 0 0 0 18 1 3 11 87
Total Working Papers 0 4 8 968 3 24 128 2,758


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 2 8 79
Nonlinear forecasting with many predictors using kernel ridge regression 0 1 3 24 1 8 28 136
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 56 2 10 46 343


Statistics updated 2026-08-07