Access Statistics for Julien Hambuckers

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 new methodological approach for error distributions selection in Finance 0 0 0 0 0 0 0 3
A robust statistical approach to select adequate error distributions for financial returns 0 0 0 0 0 0 1 4
An improved approach for estimating large losses in insurance analytics and operational risk using the g-and-h distribution 0 0 0 67 1 2 4 76
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 49 0 0 1 92
Estimating the out-of-sample predictive ability of trading rules: a robust bootstrap approach 0 0 0 0 1 1 2 4
LASSO-Type Penalization in the Framework of Generalized Additive Models for Location, Scale and Shape 0 2 10 158 2 8 28 388
Total Working Papers 0 2 10 274 4 11 36 567


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models 0 0 0 2 0 1 1 15
A robust statistical approach to select adequate error distributions for financial returns 0 0 0 0 0 0 0 9
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 0 0 1 1 12
Estimating the Out‐of‐Sample Predictive Ability of Trading Rules: A Robust Bootstrap Approach 0 0 0 4 0 0 0 16
LASSO-type penalization in the framework of generalized additive models for location, scale and shape 0 0 1 20 0 2 6 59
Understanding the economic determinants of the severity of operational losses: A regularized generalized Pareto regression approach 0 0 1 20 1 1 6 83
Urban low emissions zones: A behavioral operations management perspective 0 0 2 12 0 1 11 52
Total Journal Articles 0 0 4 58 1 6 25 246


Statistics updated 2025-03-03