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 3 10 13
A robust statistical approach to select adequate error distributions for financial returns 0 0 0 0 1 1 3 8
An improved approach for estimating large losses in insurance analytics and operational risk using the g-and-h distribution 0 0 1 70 1 6 22 101
EFFICIENT ESTIMATION IN EXTREME VALUE REGRESSION MODELS OF HEDGE FUND TAIL RISKS 0 0 2 10 0 6 30 50
Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks 0 0 1 30 1 2 9 19
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 49 0 3 15 107
Estimating the out-of-sample predictive ability of trading rules: a robust bootstrap approach 0 0 0 0 1 3 7 11
LASSO-Type Penalization in the Framework of Generalized Additive Models for Location, Scale and Shape 0 1 4 162 0 4 19 408
Measuring tail risk at high-frequency: An $L_1$-regularized extreme value regression approach with unit-root predictors 0 0 0 40 0 1 4 30
Non-Standard Errors 0 0 0 27 3 5 21 171
Non-Standard Errors 0 0 0 44 2 12 43 483
Nonstandard Errors 0 0 0 0 1 5 19 21
Nonstandard Errors 0 0 0 0 0 7 30 35
Nonstandard Errors 0 0 1 4 1 4 25 45
Nonstandard errors 0 0 1 12 2 5 34 81
Total Working Papers 0 1 10 448 13 67 291 1,583

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 15 30
A robust statistical approach to select adequate error distributions for financial returns 0 0 0 0 0 0 3 12
Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model 0 2 4 19 1 12 36 71
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 0 0 1 6 18
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution 0 0 0 2 0 0 9 20
Estimating the Out‐of‐Sample Predictive Ability of Trading Rules: A Robust Bootstrap Approach 0 0 0 4 0 2 3 19
Extremal connectedness of hedge funds 0 0 0 3 0 2 13 26
LASSO-type penalization in the framework of generalized additive models for location, scale and shape 0 0 0 20 0 4 14 73
Modeling multivariate operational losses via copula-based distributions with g-and-h marginals 0 0 1 1 0 3 12 12
Nonstandard Errors 1 1 7 45 4 8 53 180
On the role of interest rate differentials in the dynamic asymmetry of exchange rates 1 1 5 8 1 9 20 35
Smooth-Transition Regression Models for Non-Stationary Extremes 0 0 1 1 0 2 6 7
Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach 0 0 0 3 0 2 10 26
Understanding the economic determinants of the severity of operational losses: A regularized generalized Pareto regression approach 0 1 1 21 1 5 13 96
Urban low emissions zones: A behavioral operations management perspective 0 0 0 13 0 5 17 71
Using the softplus function to construct alternative link functions in generalized linear models and beyond 0 0 0 0 0 7 14 17
Total Journal Articles 2 5 19 142 8 67 244 713

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Statistics updated 2026-07-10