5
H index
2
i10 index
59
Citations
Julien Hambuckers : Citation Profile
Université de Liège | RESEARCH PRODUCTION: 16 Articles 15 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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10 years (2014 - 2024). Relations with other researchers
Main data
Where Julien Hambuckers has published?
| Journals with more than one article published | # docs |
|---|---|
| Quantitative Finance | 3 |
| Journal of Applied Econometrics | 2 |
Recent works citing Julien Hambuckers (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | The role of CDS spreads in explaining bond recovery rates. (2024). Barbagli, Matteo ; Franois, Pascal ; Gauthier, Genevieve ; Vrins, Frederic. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024002. Full description at Econpapers || Download paper |
| 2024 | Targeted aspect-based emotion analysis to detect opportunities and precaution in financial Twitter messages. (2024). Garc, Silvia ; Gonz, Francisco J ; de Arriba, Francisco ; Barros-Vila, Ana. In: Papers. RePEc:arx:papers:2404.08665. Full description at Econpapers || Download paper |
| 2025 | Online Distributional Regression. (2024). Hirsch, Simon ; Berrisch, Jonathan ; Ziel, Florian. In: Papers. RePEc:arx:papers:2407.08750. Full description at Econpapers || Download paper |
| 2025 | Online Multivariate Regularized Distributional Regression for High-dimensional Probabilistic Electricity Price Forecasting. (2025). Hirsch, Simon. In: Papers. RePEc:arx:papers:2504.02518. Full description at Econpapers || Download paper |
| 2025 | Predicting Stock Market Crash with Bayesian Generalised Pareto Regression. (2025). Das, Sourish. In: Papers. RePEc:arx:papers:2506.17549. Full description at Econpapers || Download paper |
| 2024 | Cholesky-based multivariate Gaussian regression. (2024). Simon, Thorsten ; Muschinski, Thomas ; Umlauf, Nikolaus ; Mayr, Georg J ; Zeileis, Achim. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:261-281. Full description at Econpapers || Download paper |
| 2024 | Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525. Full description at Econpapers || Download paper |
| 2024 | How technological innovation influence operational risk: Evidence from banks in China. (2024). Zhang, Yongjie ; Feng, XU ; Xiong, Xiong ; Hu, Mingya. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004125. Full description at Econpapers || Download paper |
| 2024 | Does the strength of the US dollar affect the interdependence among currency exchange rates of RCEP and CPTPP countries?. (2024). Wang, Mengjiao ; Liu, Jianxu ; Yang, Bing. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001405. Full description at Econpapers || Download paper |
| 2024 | Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). van Dolder, Dennie ; Vandenbroucke, Jurgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073. Full description at Econpapers || Download paper |
| 2025 | The role of CDS spreads in explaining bond recovery rates. (2025). Franois, Pascal ; Barbagli, Matteo ; Gauthier, Genevive ; Vrins, Frdric. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:174:y:2025:i:c:s0378426625000342. Full description at Econpapers || Download paper |
| 2025 | A parsimonious dynamic mixture for heavy-tailed distributions. (2025). Bee, Marco. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:230:y:2025:i:c:p:193-206. Full description at Econpapers || Download paper |
| 2024 | Flight-to-safety across time and market conditions. (2024). Jalkh, Naji ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400340x. Full description at Econpapers || Download paper |
| 2024 | Low emission zone and mobility behavior: Ex-ante evaluation of vehicle pollutant emissions. (2024). Rossi, Riccardo ; Ceccato, Riccardo ; Gastaldi, Massimiliano. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:185:y:2024:i:c:s0965856424001496. Full description at Econpapers || Download paper |
| 2024 | Assessing macro effects of freight consolidation on the livability of small cities using vehicle routing as micro models: The case of Bergen, Norway. (2024). Wallace, Stein ; Osicka, Ondrej ; Guajardo, Mario ; Goez, Julio Cesar ; Orhan, Cosku Can. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:185:y:2024:i:c:s1366554524001121. Full description at Econpapers || Download paper |
| 2025 | Bayesian Analysis of Bitcoin Volatility Using Minute-by-Minute Data and Flexible Stochastic Volatility Models. (2025). Nakatsuma, Teruo ; Nakakita, Makoto ; Toyabe, Tomoki. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:16:p:2691-:d:1729283. Full description at Econpapers || Download paper |
| 2025 | Comparative CFD Analysis Using RANS and LES Models for NO x Dispersion in Urban Streets with Active Public Interventions in Medellín, Colombia. (2025). Cortes, Francisco Rodrguez ; Saldarriaga, Julio Cesar ; Rodrguez, Juan Felipe ; Castao, Fabian Andres ; Correa, Mauricio Andres. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:15:p:6872-:d:1712266. Full description at Econpapers || Download paper |
| 2025 | Assessing the Impact of a Low-Emission Zone on Air Quality Using Machine Learning Algorithms in a Business-As-Usual Scenario. (2025). Guilln-Alcaraz, Pedro Antonio ; Bueso, Mara C ; Doval-Miarro, Marta. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:8:p:3582-:d:1635753. Full description at Econpapers || Download paper |
| 2024 | Reproducibility in Management Science. (2024). Ozkes, Ali ; Merkle, Christoph ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Fiar, Milo ; Katok, Elena. In: Post-Print. RePEc:hal:journl:hal-04370984. Full description at Econpapers || Download paper |
| 2024 | Experimenting with Financial Professionals. (2024). Marini, Matteo M. ; Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
| 2025 | The Sources of Researcher Variation in Economics. (2025). Huntington-Klein, Nick ; Gallegos, Sebastian ; Portner, Claus C. In: IZA Discussion Papers. RePEc:iza:izadps:dp17744. Full description at Econpapers || Download paper |
| 2024 | Examining the research taxonomy of artificial intelligence, deep learning & machine learning in the financial sphere—a bibliometric analysis. (2024). Thasneem, J ; Thomas, Ann Susan ; Vijayappan, Ajitha Kumari. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:1:d:10.1007_s11135-023-01673-0. Full description at Econpapers || Download paper |
| 2025 | The Sources of Researcher Variation in Economics. (2025). Williams, Kevin ; Ward, Zachary ; Tagat, Anirudh ; Szczygielski, Krzysztof ; Spantig, Lisa ; Salamanca, Nicolas ; Samahita, Margaret ; Roy, Jayjit ; Reuter, Anna ; Reimão, Maira ; Rayamajhee, Veeshan ; Pugatch, Todd ; Putman, Daniel ; Pörtner, Claus ; Porcher, Simon ; McCarthy, Ian ; Marcus, Jan ; Long, Dede ; LaFave, Daniel ; Klotzbücher, Valentin ; Kim, Sie Won ; Huntington-Klein, Nick ; Holzmeister, Felix ; Henningsen, Arne ; Henderson, Daniel ; Gay, Victor ; Gallegos, Sebastian ; Gamino, Aaron ; Fumarco, Luca ; Fitzpatrick, Anne ; Feld, Jan ; de Gendre, Alexandra ; Crawfurd, Lee ; Buisson, Florent ; Brehm, Margaret ; Bhai, Moiz ; Bech-Wysocka, Katarzyna ; Berniell, Inés ; Avdeev, Stanislav ; Angenendt, David ; Antón, José Ignacio ; Akbulut-Yuksel, Mevlude ; Deer, Lachlan ; Najam, Rafiuddin ; Wang, Yue ; Prtner, Claus C ; Ropovik, Ivan ; Baker, Bradley J ; Fradkin, Andrey ; Andresen, Martin Eckhoff ; Pitknen, Visa ; Smith, Brock ; Cullinan, John ; Ozer, Gorkem Turgut ; Hill, Andrew J ; Waters, Tom ; Adamkovic, Matus ; Gazeaud, Jules ; Mogge, Lukas ; Bandara, Imesh Nuwan ; Kronenberg, Christoph ; Naumann, Elias ; Sorensen, Lucy C ; Petroulakis, Filippos ; Herns, Ystein ; Weber, Ellerie ; Acharya, Yubraj ; Gayaker, Savas ; Merkus, Erik ; Bansal, Avijit ; Fiala, Nathan ; Klotzbcher, Valentin ; Miller, Klaus M ; Brun, Martn ; Paudel, Jayash ; Herman, Clment ; Weinberg, Stephen E ; Collins, Matthew ; Ahmad, Imtiaz ; Meinzen-Dick, Laura ; Bartram, David ; Feyman, Yevgeniy ; Huysmans, Martijn ; Burli, Pralhad ; Peukert, Christian ; Henry, Junita ; Weissmller, Kristina S ; Clement, Jeffrey ; Adema, Joop ; Gauriot, Romain ; Samudra, Aparna ; Karney, Daniel H ; Camp, Andrew M ; Prakash, Manab ; Westheide, Christian ; Reimao, Maira Emy ; Chen, Weiwei ; Mari, Gabriele ; Sanogo, Vassiki ; Bennett, Christopher Troy ; Farquharson, Christine ; Kameshwara, Kalyan Kumar ; Berha, Andu ; Tastan, Huseyin ; Cerutti, Nicola ; Heller, Blake H ; Arenas, Andreu ; Galrraga, Julio ; Sariyev, Orkhan ; Falken, Grace ; Kaire, Jos ; Agasa, Lameck Ondieki ; Trombetta, Martin ; Harris, Mark N ; Ricks, Michael David ; Antn, Jos-Ignacio ; Schaak, Henning ; Bhattacharya, Shreya ; Fages, Diego Marino ; Jakobsson, Niklas ; Venkatesan, Madhavi ; Goldhaber, Dan ; Rios-Avila, Fernando ; Aslim, Erkmen Giray ; Ligey, Maxime ; Segel, Joel E ; Duquette, Nicolas J ; Jain, Anil K ; Vernet, Antoine ; Girardi, Daniele ; Zahid, Muhammad Umer ; Rodriguez, Abel ; Lee, Ryan ; Wagner, Gary A ; Sievertsen, Hans Henrik ; Bjoerkheim, Markus ; Dorsey-Palmateer, Reid ; Nmadu, Job Nda ; Imtiaz, Saad M ; Volkov, Eden ; Woahid, S M ; Gilpin, Gregory ; Zanoli, Raffaele ; Roeckert, Julian ; Bacher-Hicks, Andrew ; French, Evaewero ; Lang, David ; Smet, Mike ; Bloem, Jeffrey R. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:209. Full description at Econpapers || Download paper |
Works by Julien Hambuckers:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | A new methodological approach for error distributions selection in Finance In: LIDAM Discussion Papers ISBA. [Citation analysis] | paper | 0 |
| 2016 | Estimating the out-of-sample predictive ability of trading rules: a robust bootstrap approach In: LIDAM Reprints ISBA. [Citation analysis] | paper | 0 |
| 2016 | Estimating the Out‐of‐Sample Predictive Ability of Trading Rules: A Robust Bootstrap Approach.(2016) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2017 | A robust statistical approach to select adequate error distributions for financial returns In: LIDAM Reprints ISBA. [Citation analysis] | paper | 1 |
| 2017 | A robust statistical approach to select adequate error distributions for financial returns.(2017) In: Journal of Applied Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2023 | Measuring tail risk at high-frequency: An $L_1$-regularized extreme value regression approach with unit-root predictors In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | EFFICIENT ESTIMATION IN EXTREME VALUE REGRESSION MODELS OF HEDGE FUND TAIL RISKS.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | Nonstandard Errors In: Journal of Finance. [Full Text][Citation analysis] | article | 14 |
| 2024 | Nonstandard errors.(2024) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2024 | Nonstandard Errors.(2024) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2024 | Nonstandard Errors.(2024) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2024 | Nonstandard Errors.(2024) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2019 | LASSO-type penalization in the framework of generalized additive models for location, scale and shape In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 9 |
| 2018 | LASSO-Type Penalization in the Framework of Generalized Additive Models for Location, Scale and Shape.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2023 | On the role of interest rate differentials in the dynamic asymmetry of exchange rates In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
| 2022 | Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 4 |
| 2021 | Urban low emissions zones: A behavioral operations management perspective In: Transportation Research Part A: Policy and Practice. [Full Text][Citation analysis] | article | 11 |
| 2023 | Smooth-Transition Regression Models for Non-Stationary Extremes In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 0 |
| Modeling multivariate operational losses via copula-based distributions with g-and-h marginals In: Journal of Operational Risk. [Full Text][Citation analysis] | article | 0 | |
| 2021 | Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach In: Computational Statistics. [Full Text][Citation analysis] | article | 0 |
| 2024 | Using the softplus function to construct alternative link functions in generalized linear models and beyond In: Statistical Papers. [Full Text][Citation analysis] | article | 1 |
| 2018 | A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models In: Quantitative Finance. [Full Text][Citation analysis] | article | 5 |
| 2019 | Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
| 2018 | Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach..(2018) In: DEM Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2021 | Estimating large losses in insurance analytics and operational risk using the g-and-h distribution In: Quantitative Finance. [Full Text][Citation analysis] | article | 5 |
| 2019 | An improved approach for estimating large losses in insurance analytics and operational risk using the g-and-h distribution In: DEM Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Understanding the economic determinants of the severity of operational losses: A regularized generalized Pareto regression approach In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2022 | Extremal connectedness of hedge funds In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
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