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 7 13
A robust statistical approach to select adequate error distributions for financial returns 0 0 0 0 0 0 3 8
An improved approach for estimating large losses in insurance analytics and operational risk using the g-and-h distribution 0 0 1 70 0 1 22 102
EFFICIENT ESTIMATION IN EXTREME VALUE REGRESSION MODELS OF HEDGE FUND TAIL RISKS 0 0 2 10 0 0 29 50
Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks 0 0 1 30 0 0 9 19
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 49 0 1 16 108
Estimating the out-of-sample predictive ability of trading rules: a robust bootstrap approach 0 0 0 0 0 0 6 11
LASSO-Type Penalization in the Framework of Generalized Additive Models for Location, Scale and Shape 0 0 3 162 0 0 16 408
Measuring tail risk at high-frequency: An $L_1$-regularized extreme value regression approach with unit-root predictors 0 0 0 40 1 1 5 31
Non-Standard Errors 0 1 1 45 0 2 39 485
Non-Standard Errors 0 1 1 28 0 2 19 173
Nonstandard Errors 0 0 0 0 1 2 26 37
Nonstandard Errors 0 0 1 4 0 3 25 48
Nonstandard Errors 0 0 0 0 0 3 21 24
Nonstandard errors 0 1 1 13 0 3 28 84
Total Working Papers 0 3 11 451 2 18 271 1,601

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 16 31
A robust statistical approach to select adequate error distributions for financial returns 0 0 0 0 0 0 3 12
Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model 0 0 4 19 0 2 37 73
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 0 0 1 7 19
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution 0 0 0 2 0 0 8 20
Estimating the Out‐of‐Sample Predictive Ability of Trading Rules: A Robust Bootstrap Approach 0 0 0 4 0 1 4 20
Extremal connectedness of hedge funds 0 0 0 3 0 2 15 28
LASSO-type penalization in the framework of generalized additive models for location, scale and shape 0 0 0 20 0 0 13 73
Modeling multivariate operational losses via copula-based distributions with g-and-h marginals 0 0 1 1 0 0 12 12
Nonstandard Errors 0 1 7 46 5 16 58 196
On the role of interest rate differentials in the dynamic asymmetry of exchange rates 0 0 5 8 0 0 20 35
Smooth-Transition Regression Models for Non-Stationary Extremes 0 0 1 1 0 0 5 7
Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach 0 0 0 3 0 2 11 28
Understanding the economic determinants of the severity of operational losses: A regularized generalized Pareto regression approach 0 0 1 21 1 1 14 97
Urban low emissions zones: A behavioral operations management perspective 0 0 0 13 0 1 18 72
Using the softplus function to construct alternative link functions in generalized linear models and beyond 0 0 0 0 0 0 14 17
Total Journal Articles 0 1 19 143 6 27 255 740

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Statistics updated 2026-10-11