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 3 6
A robust statistical approach to select adequate error distributions for financial returns 0 0 0 0 1 2 3 7
An improved approach for estimating large losses in insurance analytics and operational risk using the g-and-h distribution 0 0 2 69 3 5 11 85
EFFICIENT ESTIMATION IN EXTREME VALUE REGRESSION MODELS OF HEDGE FUND TAIL RISKS 1 1 2 9 3 6 12 27
Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks 1 1 1 30 1 1 1 11
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 49 1 7 7 99
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 1 1 3 160 1 5 15 397
Measuring tail risk at high-frequency: An $L_1$-regularized extreme value regression approach with unit-root predictors 0 0 0 40 0 2 2 28
Non-Standard Errors 0 0 1 27 4 7 27 161
Non-Standard Errors 0 0 2 44 6 12 35 458
Nonstandard Errors 0 0 0 0 4 11 22 22
Nonstandard Errors 1 1 4 4 4 10 25 33
Nonstandard Errors 0 0 0 0 6 11 14 14
Nonstandard errors 0 0 1 12 3 7 28 63
Total Working Papers 4 4 16 444 37 86 207 1,416

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 5 6 20
A robust statistical approach to select adequate error distributions for financial returns 0 0 0 0 1 2 2 11
Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model 0 0 2 15 2 10 14 46
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 0 1 2 3 14
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution 0 0 0 2 1 1 2 13
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 0 7 8 20
LASSO-type penalization in the framework of generalized additive models for location, scale and shape 0 0 0 20 1 4 6 64
Modeling multivariate operational losses via copula-based distributions with g-and-h marginals 1 1 1 1 2 7 7 7
Nonstandard Errors 1 3 16 42 5 18 65 156
On the role of interest rate differentials in the dynamic asymmetry of exchange rates 1 2 2 5 2 5 6 20
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 3 4 7 21
Understanding the economic determinants of the severity of operational losses: A regularized generalized Pareto regression approach 0 0 0 20 0 1 2 84
Urban low emissions zones: A behavioral operations management perspective 0 0 1 13 0 5 7 59
Using the softplus function to construct alternative link functions in generalized linear models and beyond 0 0 0 0 2 4 6 7
Total Journal Articles 3 7 23 131 21 76 143 561

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Statistics updated 2026-01-09