Julien Hambuckers
Names
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Julien |
| last: |
Hambuckers |
Identifer
Contact
Affiliations
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Université de Liège
/ HEC École de Gestion
Research profile
author of:
- A new methodological approach for error distributions selection in Finance (repec:aiz:louvad:2014052)
by Hambuckers, Julien & Heuchenne, Cedric - Estimating the out-of-sample predictive ability of trading rules: a robust bootstrap approach (repec:aiz:louvar:2016028)
by Hambuckers, J. & Heuchenne, Cedric - A robust statistical approach to select adequate error distributions for financial returns (repec:aiz:louvar:2017031)
by Hambuckers, Julien & Heuchenne, Cedric - Measuring tail risk at high-frequency: An $L_1$-regularized extreme value regression approach with unit-root predictors (repec:arx:papers:2301.01362)
by Julien Hambuckers & Li Sun & Luca Trapin - Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks (repec:arx:papers:2304.06950)
by Julien Hambuckers & Marie Kratz & Antoine Usseglio-Carleve - Nonstandard Errors (repec:bla:jfinan:v:79:y:2024:i:3:p:2339-2390)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy - LASSO-type penalization in the framework of generalized additive models for location, scale and shape (repec:eee:csdana:v:140:y:2019:i:c:p:59-73)
by Groll, Andreas & Hambuckers, Julien & Kneib, Thomas & Umlauf, Nikolaus - On the role of interest rate differentials in the dynamic asymmetry of exchange rates (repec:eee:ecmode:v:129:y:2023:i:c:s0264999323003668)
by Hambuckers, J. & Ulm, M. - Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model (repec:eee:empfin:v:65:y:2022:i:c:p:125-148)
by Ulm, M. & Hambuckers, J. - Urban low emissions zones: A behavioral operations management perspective (repec:eee:transa:v:144:y:2021:i:c:p:222-240)
by Lurkin, Virginie & Hambuckers, Julien & van Woensel, Tom - Nonstandard errors (repec:ehl:lserod:123002)
by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac - Nonstandard Errors (repec:hal:cesptp:hal-05077550)
by Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai - Nonstandard Errors (repec:hal:journl:hal-04676112)
by Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai - Nonstandard Errors (repec:hal:journl:hal-05077550)
by Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai - Efficient Estimation In Extreme Value Regression Models Of Hedge Fund Tail Risks (repec:hal:wpaper:hal-04090916)
by Julien Hambuckers & Marie Kratz & Antoine Usseglio-Carleve - Non-Standard Errors (repec:hhs:lunewp:2021_017)
by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena - LASSO-Type Penalization in the Framework of Generalized Additive Models for Location, Scale and Shape (repec:inn:wpaper:2018-16)
by Andreas Groll & Julien Hambuckers & Thomas Kneib & Nikolaus Umlauf - Non-Standard Errors (repec:inn:wpaper:2021-31)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi - Smooth-Transition Regression Models for Non-Stationary Extremes (repec:oup:jfinec:v:21:y:2023:i:2:p:445-484.)
by Julien Hambuckers & Thomas Kneib - Modeling multivariate operational losses via copula-based distributions with g-and-h marginals (repec:rsk:journ3:7927686)
by Marco Bee & Julien Hambuckers - Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach (repec:spr:compst:v:36:y:2021:i:3:d:10.1007_s00180-021-01078-3)
by Marco Bee & Julien Hambuckers & Flavio Santi & Luca Trapin - Using the softplus function to construct alternative link functions in generalized linear models and beyond (repec:spr:stpapr:v:65:y:2024:i:5:d:10.1007_s00362-023-01509-x)
by Paul F. V. Wiemann & Thomas Kneib & Julien Hambuckers - A robust statistical approach to select adequate error distributions for financial returns (repec:taf:japsta:v:44:y:2017:i:1:p:137-161)
by J. Hambuckers & C. Heuchenne - A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models (repec:taf:quantf:v:18:y:2018:i:10:p:1679-1698)
by J. Hambuckers & T. Kneib & R. Langrock & A. Silbersdorff - Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach (repec:taf:quantf:v:19:y:2019:i:8:p:1255-1266)
by M. Bee & J. Hambuckers & L. Trapin - Estimating large losses in insurance analytics and operational risk using the g-and-h distribution (repec:taf:quantf:v:21:y:2021:i:7:p:1207-1221)
by M. Bee & J. Hambuckers & L. Trapin - Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach (repec:trn:utwprg:2018/08)
by Marco Bee & Julien Hambuckers & Luca Trapin - An improved approach for estimating large losses in insurance analytics and operational risk using the g-and-h distribution (repec:trn:utwprg:2019/11)
by Marco Bee & Julien Hambuckers & Luca Trapin - Understanding the economic determinants of the severity of operational losses: A regularized generalized Pareto regression approach (repec:wly:japmet:v:33:y:2018:i:6:p:898-935)
by Julien Hambuckers & Andreas Groll & Thomas Kneib - Extremal connectedness of hedge funds (repec:wly:japmet:v:37:y:2022:i:5:p:988-1009)
by Linda Mhalla & Julien Hambuckers & Marie Lambert - Estimating the Out‐of‐Sample Predictive Ability of Trading Rules: A Robust Bootstrap Approach (repec:wly:jforec:v:35:y:2016:i:4:p:347-372)
by Julien Hambuckers & Cédric Heuchenne