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 2 3 6
A robust statistical approach to select adequate error distributions for financial returns 0 0 0 0 1 1 2 6
An improved approach for estimating large losses in insurance analytics and operational risk using the g-and-h distribution 0 0 2 69 1 2 8 82
EFFICIENT ESTIMATION IN EXTREME VALUE REGRESSION MODELS OF HEDGE FUND TAIL RISKS 0 0 1 8 3 3 11 24
Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks 0 0 0 29 0 0 0 10
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 49 4 6 6 98
Estimating the out-of-sample predictive ability of trading rules: a robust bootstrap approach 0 0 0 0 0 0 2 5
LASSO-Type Penalization in the Framework of Generalized Additive Models for Location, Scale and Shape 0 0 3 159 3 4 16 396
Measuring tail risk at high-frequency: An $L_1$-regularized extreme value regression approach with unit-root predictors 0 0 0 40 1 2 2 28
Non-Standard Errors 0 0 1 27 2 5 30 157
Non-Standard Errors 0 0 2 44 6 8 32 452
Nonstandard Errors 0 0 0 0 0 6 8 8
Nonstandard Errors 0 0 3 3 2 9 26 29
Nonstandard Errors 0 0 0 0 4 12 18 18
Nonstandard errors 0 1 2 12 3 8 28 60
Total Working Papers 0 1 14 440 30 68 192 1,379

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 4 5 19
A robust statistical approach to select adequate error distributions for financial returns 0 0 0 0 0 1 1 10
Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model 0 0 2 15 5 9 12 44
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 0 0 1 2 13
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution 0 0 0 2 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
Extremal connectedness of hedge funds 0 0 0 3 4 7 8 20
LASSO-type penalization in the framework of generalized additive models for location, scale and shape 0 0 0 20 3 3 6 63
Modeling multivariate operational losses via copula-based distributions with g-and-h marginals 0 0 0 0 1 5 5 5
Nonstandard Errors 0 3 17 41 3 17 69 151
On the role of interest rate differentials in the dynamic asymmetry of exchange rates 0 1 1 4 0 3 4 18
Smooth-Transition Regression Models for Non-Stationary Extremes 0 1 1 1 0 1 2 3
Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach 0 0 0 3 1 1 4 18
Understanding the economic determinants of the severity of operational losses: A regularized generalized Pareto regression approach 0 0 0 20 1 1 2 84
Urban low emissions zones: A behavioral operations management perspective 0 0 1 13 1 5 8 59
Using the softplus function to construct alternative link functions in generalized linear models and beyond 0 0 0 0 0 2 4 5
Total Journal Articles 0 5 22 128 19 61 133 540

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Statistics updated 2025-12-06