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 2 3 3 6
A robust statistical approach to select adequate error distributions for financial returns 0 0 0 0 0 0 2 5
An improved approach for estimating large losses in insurance analytics and operational risk using the g-and-h distribution 0 0 2 69 0 1 7 80
EFFICIENT ESTIMATION IN EXTREME VALUE REGRESSION MODELS OF HEDGE FUND TAIL RISKS 0 0 1 8 0 1 9 21
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 0 0 0 92
Estimating the out-of-sample predictive ability of trading rules: a robust bootstrap approach 0 0 0 0 0 1 2 5
LASSO-Type Penalization in the Framework of Generalized Additive Models for Location, Scale and Shape 0 1 3 159 0 3 14 392
Measuring tail risk at high-frequency: An $L_1$-regularized extreme value regression approach with unit-root predictors 0 0 0 40 0 0 0 26
Non-Standard Errors 0 0 1 27 2 4 30 154
Non-Standard Errors 0 0 2 44 2 6 34 446
Nonstandard Errors 0 0 0 0 5 6 11 11
Nonstandard Errors 0 0 3 3 3 3 23 23
Nonstandard Errors 0 0 0 0 1 1 3 3
Nonstandard errors 1 1 2 12 4 9 28 56
Total Working Papers 1 2 14 440 19 38 166 1,330

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 0 1 15
A robust statistical approach to select adequate error distributions for financial returns 0 0 0 0 0 0 0 9
Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model 0 0 2 15 1 1 5 36
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 0 0 0 1 12
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution 0 0 0 2 1 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 0 0 2 13
LASSO-type penalization in the framework of generalized additive models for location, scale and shape 0 0 0 20 0 1 3 60
Modeling multivariate operational losses via copula-based distributions with g-and-h marginals 0 0 0 0 0 0 0 0
Nonstandard Errors 1 1 23 39 4 11 88 138
On the role of interest rate differentials in the dynamic asymmetry of exchange rates 0 0 0 3 0 0 3 15
Smooth-Transition Regression Models for Non-Stationary Extremes 0 0 0 0 0 1 1 2
Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach 0 0 0 3 0 1 4 17
Understanding the economic determinants of the severity of operational losses: A regularized generalized Pareto regression approach 0 0 0 20 0 0 3 83
Urban low emissions zones: A behavioral operations management perspective 0 0 1 13 0 0 4 54
Using the softplus function to construct alternative link functions in generalized linear models and beyond 0 0 0 0 0 0 3 3
Total Journal Articles 1 1 26 124 6 16 119 485

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Statistics updated 2025-10-06