Follow
Julien Hambuckers
Julien Hambuckers
University of Liege
Verified email at uliege.be
Title
Cited by
Cited by
Year
Non-standard errors
AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...
462021
Understanding the economic determinants of the severity of operational losses: A regularized generalized Pareto regression approach
J Hambuckers, A Groll, T Kneib
Journal of Applied Econometrics 33 (6), 898-935, 2018
462018
LASSO-type penalization in the framework of generalized additive models for location, scale and shape
A Groll, J Hambuckers, T Kneib, N Umlauf
Computational Statistics & Data Analysis 140, 59-73, 2019
402019
Urban Low Emissions Zones: A Behavioral Operations Management Perspective
VJC Lurkin, J Hambuckers, T van Woensel
Transportation Research Part A: Policy and Practice 144, 2021
352021
A Markov-Switching Generalized Additive Model for Compound Poisson Processes, with Applications to Operational Losses Models
J Hambuckers, T Kneib, R Langrock, A Silbersdorff
Quantitative Finance, 2018
192018
Food properties influence grasping strategies in strepsirrhines
LR Peckre, AC Fabre, J Hambuckers, CE Wall, L Socias-Martínez, ...
Biological Journal of the Linnean Society 127 (3), 583-597, 2019
182019
Small Neotropical primates promote the natural regeneration of anthropogenically disturbed areas
EW Heymann, L Culot, C Knogge, AC Smith, ER Tirado Herrera, B Müller, ...
Scientific reports 9 (1), 10356, 2019
132019
Extremal connectedness of hedge funds
L Mhalla, J Hambuckers, M Lambert
Journal of Applied Econometrics 37 (5), 988-1009, 2022
10*2022
Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model
M Ulm, J Hambuckers
Journal of Empirical Finance 65, 125-148, 2022
92022
Using the softplus function to construct alternative link functions in generalized linear models and beyond
PFV Wiemann, T Kneib, J Hambuckers
Statistical Papers, 1-26, 2023
82023
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution
M Bee, J Hambuckers, L Trapin
Quantitative Finance 21 (7), 1207-1221, 2021
8*2021
How can seed removal rates of zoochoric tree species be assessed quickly and accurately?
J Hambuckers, A Dauvrin, F Trolliet, Q Evrard, PM Forget, A Hambuckers
Forest ecology and management 403, 152-160, 2017
82017
Coordination during group departures and progressions in the tolerant multi-level society of wild Guinea baboons (Papio papio)
D Montanari, WJ O’Hearn, J Hambuckers, J Fischer, D Zinner
Scientific reports 11 (1), 21938, 2021
7*2021
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach
M Bee, J Hambuckers, L Trapin
Quantitative Finance 19 (8), 1255-1266, 2019
62019
A semiparametric model for Generalized Pareto regression based on a dimension reduction assumption
J Hambuckers, C Heuchenne, O Lopez
32016
Estimating the out‐of‐sample predictive ability of trading rules: A robust bootstrap approach
J Hambuckers, C Heuchenne
Journal of Forecasting 35 (4), 347-372, 2016
32016
Do monetary policy shocks affect financial uncertainty? A non-Gaussian proxy SVAR approach
R Crucil, J Hambuckers, S Maxand
A Non-gaussian Proxy SVAR Approach (June 5, 2023), 2023
22023
Measuring tail risk at high-frequency: An -regularized extreme value regression approach with unit-root predictors
J Hambuckers, L Sun, L Trapin
arXiv preprint arXiv:2301.01362, 2023
22023
A robust statistical approach to select adequate error distributions for financial returns
J Hambuckers, C Heuchenne
Journal of Applied Statistics 44 (1), 137-161, 2017
22017
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
J Hambuckers, M Ulm
Economic Modelling 129, 106554, 2023
12023
The system can't perform the operation now. Try again later.
Articles 1–20