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 10 13
A robust statistical approach to select adequate error distributions for financial returns 0 0 0 0 0 1 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 2 22 101
EFFICIENT ESTIMATION IN EXTREME VALUE REGRESSION MODELS OF HEDGE FUND TAIL RISKS 0 0 2 10 0 1 30 50
Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks 0 0 1 30 0 2 9 19
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 49 0 0 15 107
Estimating the out-of-sample predictive ability of trading rules: a robust bootstrap approach 0 0 0 0 0 1 6 11
LASSO-Type Penalization in the Framework of Generalized Additive Models for Location, Scale and Shape 0 1 4 162 0 2 19 408
Measuring tail risk at high-frequency: An $L_1$-regularized extreme value regression approach with unit-root predictors 0 0 0 40 0 0 4 30
Non-Standard Errors 0 0 0 27 0 3 20 171
Non-Standard Errors 0 0 0 44 1 8 44 484
Nonstandard Errors 0 0 0 0 3 5 22 24
Nonstandard Errors 0 0 1 4 2 4 27 47
Nonstandard Errors 0 0 0 0 0 3 30 35
Nonstandard errors 0 0 1 12 1 3 31 82
Total Working Papers 0 1 10 448 7 35 292 1,590

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 1 3 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 36 71
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 0 1 1 7 19
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution 0 0 0 2 0 0 9 20
Estimating the Out‐of‐Sample Predictive Ability of Trading Rules: A Robust Bootstrap Approach 0 0 0 4 1 1 4 20
Extremal connectedness of hedge funds 0 0 0 3 0 1 13 26
LASSO-type penalization in the framework of generalized additive models for location, scale and shape 0 0 0 20 0 1 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 1 2 8 46 5 9 53 185
On the role of interest rate differentials in the dynamic asymmetry of exchange rates 0 1 5 8 0 3 20 35
Smooth-Transition Regression Models for Non-Stationary Extremes 0 0 1 1 0 1 6 7
Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach 0 0 0 3 1 1 10 27
Understanding the economic determinants of the severity of operational losses: A regularized generalized Pareto regression approach 0 0 1 21 0 3 13 96
Urban low emissions zones: A behavioral operations management perspective 0 0 0 13 1 2 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 1 3 20 143 10 28 247 723

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Statistics updated 2026-08-07