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 3 4 10 13
A robust statistical approach to select adequate error distributions for financial returns 0 0 0 0 0 0 3 7
An improved approach for estimating large losses in insurance analytics and operational risk using the g-and-h distribution 0 0 2 70 4 9 22 99
EFFICIENT ESTIMATION IN EXTREME VALUE REGRESSION MODELS OF HEDGE FUND TAIL RISKS 0 1 2 10 5 19 31 49
Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks 0 0 1 30 0 4 7 17
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 49 3 3 15 107
Estimating the out-of-sample predictive ability of trading rules: a robust bootstrap approach 0 0 0 0 2 2 6 10
LASSO-Type Penalization in the Framework of Generalized Additive Models for Location, Scale and Shape 0 0 3 161 2 6 18 406
Measuring tail risk at high-frequency: An $L_1$-regularized extreme value regression approach with unit-root predictors 0 0 0 40 1 1 4 30
Non-Standard Errors 0 0 0 44 5 10 38 476
Non-Standard Errors 0 0 0 27 2 5 23 168
Nonstandard Errors 0 0 2 4 2 5 24 43
Nonstandard Errors 0 0 0 0 4 9 32 32
Nonstandard Errors 0 0 0 0 3 4 19 19
Nonstandard errors 0 0 1 12 3 10 35 79
Total Working Papers 0 1 11 447 39 91 287 1,555

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 3 3 13 28
A robust statistical approach to select adequate error distributions for financial returns 0 0 0 0 0 1 3 12
Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model 2 4 5 19 10 18 35 69
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 0 1 1 6 18
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution 0 0 0 2 0 1 9 20
Estimating the Out‐of‐Sample Predictive Ability of Trading Rules: A Robust Bootstrap Approach 0 0 0 4 2 2 3 19
Extremal connectedness of hedge funds 0 0 0 3 1 1 12 25
LASSO-type penalization in the framework of generalized additive models for location, scale and shape 0 0 0 20 3 4 13 72
Modeling multivariate operational losses via copula-based distributions with g-and-h marginals 0 0 1 1 3 4 12 12
Nonstandard Errors 0 2 8 44 4 15 58 176
On the role of interest rate differentials in the dynamic asymmetry of exchange rates 0 1 4 7 6 8 18 32
Smooth-Transition Regression Models for Non-Stationary Extremes 0 0 1 1 1 2 5 6
Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach 0 0 0 3 2 4 10 26
Understanding the economic determinants of the severity of operational losses: A regularized generalized Pareto regression approach 1 1 1 21 2 5 10 93
Urban low emissions zones: A behavioral operations management perspective 0 0 1 13 4 6 18 70
Using the softplus function to construct alternative link functions in generalized linear models and beyond 0 0 0 0 7 9 15 17
Total Journal Articles 3 8 21 140 49 84 240 695

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Statistics updated 2026-05-06