EconBase
← All authors

Julien Hambuckers

University of Liège (from arXiv:2301.01362, 2023) · ORCID · OpenAlex

20 papers in scope · 19 published · 1 on the econ.EM arXiv · 233 citations · h-index 9 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Ji Hyung Lee
  2. Zhentao Shi
  3. Li Sun
  4. Ziwei Mei
  5. Zhan Gao
  6. Ulrike Schneider
  7. Yundong Tu
  8. Chaohua Dong
  9. Karsten Reichold
  10. Chunyang Liao
  11. Rui Fan
  12. Luca Trapin
  13. Bin Peng
  14. Etiënne Wijler
  15. Stephan Smeekes
  16. Jiti Gao
  17. Peter C.B. Phillips
  18. Youngki Shin
  19. Vadim Gorin
  20. Thilo Reinschlüssel

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(1 of 20)

Efficient Estimation in Extreme Value Regression Models of Hedge Funds Tail risks
published2025 · Journal of Financial Econometrics · 2 citations · first circulated 2023
with Marie Kratz, Antoine Usseglio-Carleve
Journal of Financial Econometrics
Using the softplus function to construct alternative link functions in generalized linear models and beyond
published2023 · Statistical Papers · 9 citations · first circulated 2021
with Paul F. V. Wiemann, Thomas Kneib
Statistical Papers
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
published2023 · Economic Modelling · 2 citations
with Marius Ulm
Economic Modelling
Measuring tail risk at high-frequency: An $L_1$-regularized extreme value regression approach with unit-root predictors
working paper2023 · arXiv · 1 citations
with Li Sun, Luca Trapin
Paper profile arXiv arXiv:2301.01362
Extremal connectedness of hedge funds
published2022 · Journal of Applied Econometrics · 4 citations · first circulated 2020
with Linda Mhalla, Marie Lambert
Journal of Applied Econometrics
Modeling multivariate operational losses via copula-based distributions with g-and-h marginals
published2022 · The Journal of Operational Risk · first circulated 2020
with Marco Bee
The Journal of Operational Risk
Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model
published2021 · Journal of Empirical Finance · 11 citations
with Marius Ulm, Maren Ulm
Journal of Empirical Finance
Coordination during group departures and progressions in the tolerant multi-level society of wild Guinea baboons (Papio papio)
published2021 · Scientific Reports · 17 citations
with Davide Montanari, William J. O’Hearn, Julia Fischer, Dietmar Zinner
Scientific Reports
Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach
published2021 · Computational Statistics · 1 citations
with Marco Bee, Flavio Santi, Luca Trapin
Computational Statistics
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution
published2021 · Quantitative Finance · 12 citations · first circulated 2019
with Marco Bee, Luca Trapin
Quantitative Finance
Smooth-Transition Regression Models for Non-Stationary Extremes
published2021 · Journal of Financial Econometrics · 1 citations · first circulated 2020
with Thomas Kneib
Journal of Financial Econometrics
Urban low emissions zones: A behavioral operations management perspective
published2021 · Transportation Research Part A Policy and Practice · 57 citations
with Virginie Lurkin, Tom Van Woensel
Transportation Research Part A Policy and Practice
Author Correction: Small Neotropical primates promote the natural regeneration of anthropogenically disturbed areas
published2020 · Scientific Reports
with Eckhard W. Heymann, Laurence Culot, Christoph Knogge, A. C. Smith, Emérita R. Tirado Herrera, Britta Müller, Mojca Stojan-Dolar, Yvan Lledo Ferrer, Petra Kubisch, Denis Kupsch, Darja Slana, Mareike Lena Koopmann, …
Scientific Reports
Small Neotropical primates promote the natural regeneration of anthropogenically disturbed areas
published2019 · Scientific Reports · 24 citations
with Eckhard W. Heymann, Laurence Culot, Christoph Knogge, A. C. Smith, Emérita R. Tirado Herrera, Britta Müller, Mojca Stojan-Dolar, Yvan Lledo Ferrer, Petra Kubisch, Denis Kupsch, Darja Slana, Mareike Lena Koopmann, …
Scientific Reports
LASSO-type penalization in the framework of generalized additive models for location, scale and shape
published2019 · Computational Statistics & Data Analysis · 38 citations · first circulated 2018
with Andreas Groll, Thomas Kneib, Nikolaus Umlauf
Computational Statistics & Data Analysis
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach
published2019 · Quantitative Finance · 6 citations · first circulated 2018
with Marco Bee, Luca Trapin
Quantitative Finance
Understanding the economic determinants of the severity of operational losses: A regularized generalized Pareto regression approach
published2018 · Journal of Applied Econometrics · 33 citations
with Andreas Groll, Thomas Kneib
Journal of Applied Econometrics
A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models
published2018 · Quantitative Finance · 12 citations
with Thomas Kneib, Roland Langrock, Alexander Silbersdorff
Quantitative Finance
A robust statistical approach to select adequate error distributions for financial returns
published2016 · Journal of Applied Statistics · 1 citations
with Cédric Heuchenne
Journal of Applied Statistics
Estimating the Out‐of‐Sample Predictive Ability of Trading Rules: A Robust Bootstrap Approach
published2015 · Journal of Forecasting · 2 citations
with Cédric Heuchenne
Journal of Forecasting

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.