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 1 4 7 10
A robust statistical approach to select adequate error distributions for financial returns 0 0 0 0 0 1 3 7
An improved approach for estimating large losses in insurance analytics and operational risk using the g-and-h distribution 0 1 3 70 5 13 19 95
EFFICIENT ESTIMATION IN EXTREME VALUE REGRESSION MODELS OF HEDGE FUND TAIL RISKS 0 1 1 9 6 12 19 36
Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks 0 1 1 30 2 5 5 15
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 49 0 6 12 104
Estimating the out-of-sample predictive ability of trading rules: a robust bootstrap approach 0 0 0 0 0 3 4 8
LASSO-Type Penalization in the Framework of Generalized Additive Models for Location, Scale and Shape 0 2 3 161 3 7 15 403
Measuring tail risk at high-frequency: An $L_1$-regularized extreme value regression approach with unit-root predictors 0 0 0 40 0 1 3 29
Non-Standard Errors 0 0 0 27 0 6 20 163
Non-Standard Errors 0 0 2 44 4 18 38 470
Nonstandard Errors 0 0 0 0 1 8 16 16
Nonstandard Errors 0 0 0 0 0 5 23 23
Nonstandard Errors 0 1 2 4 1 10 25 39
Nonstandard errors 0 0 1 12 2 11 28 71
Total Working Papers 0 6 13 446 25 110 237 1,489

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 6 10 25
A robust statistical approach to select adequate error distributions for financial returns 0 0 0 0 1 2 3 12
Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model 1 1 3 16 4 11 23 55
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 0 0 4 5 17
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution 0 0 0 2 1 8 9 20
Estimating the Out‐of‐Sample Predictive Ability of Trading Rules: A Robust Bootstrap Approach 0 0 0 4 0 1 1 17
Extremal connectedness of hedge funds 0 0 0 3 0 4 11 24
LASSO-type penalization in the framework of generalized additive models for location, scale and shape 0 0 0 20 1 6 10 69
Modeling multivariate operational losses via copula-based distributions with g-and-h marginals 0 1 1 1 0 3 8 8
Nonstandard Errors 0 1 11 42 6 16 61 167
On the role of interest rate differentials in the dynamic asymmetry of exchange rates 0 2 3 6 1 7 11 25
Smooth-Transition Regression Models for Non-Stationary Extremes 0 0 1 1 1 2 4 5
Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach 0 0 0 3 2 6 8 24
Understanding the economic determinants of the severity of operational losses: A regularized generalized Pareto regression approach 0 0 0 20 1 5 6 89
Urban low emissions zones: A behavioral operations management perspective 0 0 1 13 2 7 14 66
Using the softplus function to construct alternative link functions in generalized linear models and beyond 0 0 0 0 0 3 6 8
Total Journal Articles 1 5 20 133 20 91 190 631

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04