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 4 7 10
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 1 3 70 0 10 19 95
EFFICIENT ESTIMATION IN EXTREME VALUE REGRESSION MODELS OF HEDGE FUND TAIL RISKS 1 1 2 10 8 17 26 44
Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks 0 0 1 30 2 6 7 17
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 49 0 5 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 1 3 161 1 7 16 404
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 3 5 21 166
Non-Standard Errors 0 0 2 44 1 13 38 471
Nonstandard Errors 0 0 2 4 2 8 27 41
Nonstandard Errors 0 0 0 0 0 2 16 16
Nonstandard Errors 0 0 0 0 5 6 28 28
Nonstandard errors 0 0 1 12 5 13 32 76
Total Working Papers 1 3 14 447 27 100 259 1,516

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 5 10 25
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 1 2 3 17 4 13 25 59
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 0 0 3 5 17
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution 0 0 0 2 0 7 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 0 5 10 69
Modeling multivariate operational losses via copula-based distributions with g-and-h marginals 0 0 1 1 1 2 9 9
Nonstandard Errors 2 2 13 44 5 16 62 172
On the role of interest rate differentials in the dynamic asymmetry of exchange rates 1 2 4 7 1 6 12 26
Smooth-Transition Regression Models for Non-Stationary Extremes 0 0 1 1 0 2 4 5
Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach 0 0 0 3 0 3 8 24
Understanding the economic determinants of the severity of operational losses: A regularized generalized Pareto regression approach 0 0 0 20 2 7 8 91
Urban low emissions zones: A behavioral operations management perspective 0 0 1 13 0 7 14 66
Using the softplus function to construct alternative link functions in generalized linear models and beyond 0 0 0 0 2 3 8 10
Total Journal Articles 4 6 23 137 15 85 199 646

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Statistics updated 2026-04-09