Skip to contents Mhalla, Linda [Author] ; Hambuckers, Julien [Other]; Lambert, Marie [Other] Extremal Connectedness and Systemic Risk of Hedge Funds Books View online Schließen > Access https://ssrn.com/abstract=3519295 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Hambuckers, Julien [Author] ; Ulm, Maren [Other] Dynamic asymmetry of exchange rates, interest rate differentials and currency crash risk Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3541862 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Hambuckers, Julien [Author] ; Kneib, T. [Other] Smooth Transition Regression Models for Non-Stationary Extremes Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3541718 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Hambuckers, Julien [Author] ; Groll, Andreas [Other]; Kneib, T. [Other] Understanding the Economic Determinants of the Severity of Operational Losses : A Regularized Generalized Pareto Regression Approach Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3107265 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Hambuckers, Julien [Author] ; Heuchenne, Cedric [Other] Estimating the Out-of-Sample Predictive Ability of Technical Trading Rules : A Robust Bootstrap Approach Books View online Schließen > Access https://ssrn.com/abstract=2803182 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Ulm, Maren [Author]; Hambuckers, Julien [Author] Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model Books View online Schließen > Access https://ssrn.com/abstract=3984900 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Bee, Marco [Author]; Hambuckers, Julien [Author] Modeling multivariate operational losses via copula-based distributions with g-and-h marginals Books View online Schließen > Access https://www.economia.unitn.it/alfresco/download/workspace/SpacesStore/557e6480-6770-4381-90ad-f0c1dd0febcd/DEM2020_03.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Trento]: Università degli studi di Trento, Dipartimento di economia e management, [2020] Published in: DEM working papers ; 2020,3 Crucil, Romain [Author]; Hambuckers, Julien [Author]; Maxand, Simone [Author] Do Monetary Policy Shocks Affect Financial Uncertainty? A Non-gaussian Proxy SVAR Approach Books View online Schließen > Access https://ssrn.com/abstract=4469420 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023] Hambuckers, Julien [Author]; Kratz, Marie [Author]; Usseglio-Carleve, Antoine [Author] Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4440102 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023] Published in: ESSEC Business School Research Paper ; No. 2023-02 Hambuckers, Julien [Author]; Kratz, Marie [Author]; Usseglio-Carleve, Antoine [Author] Efficient estimation in extreme value regression models of hedge fund tail risks Books View online Schließen > Access https://hal.science/hal-04090916v1/file/WP%202305_Efficient%20Estimation%20in%20Extreme%20Value%20Regression_Kratz.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cergy-Pontoise: ESSEC Business School, April 7, 2023 Published in: ESSEC Business School: Documents de recherche ; 23,5 Groll, Andreas [Author]; Hambuckers, Julien [Author]; Kneib, Thomas [Author]; Umlauf, Nikolaus [Author] LASSO-type penalization in the framework of generalized additive models for location, scale and shape Books View online Schließen > Access https://econpapers.repec.org/RePEc:inn:wpaper:2018-16 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Innsbruck, Austria: Research platform Empirical and Experimental Economics, University of Innsbruck, [2018] Published in: Working papers in economics and statistics ; 2018,16 Groll, Andreas [Author]; Hambuckers, Julien [Author]; Kneib, Thomas [Author]; Umlauf, Nikolaus [Author] LASSO-type penalization in the framework of generalized additive models for location, scale and shape Books View online Schließen > Links http://hdl.handle.net/10419/184994 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Innsbruck: University of Innsbruck, Research Platform Empirical and Experimental Economics (eeecon), 2018 Hambuckers, Julien; Hübner, Philippe Measuring the Time-varying Systemic Risks of Hedge Funds Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2024 Published in: SSRN Electronic Journal Hambuckers, Julien; Kneib, Thomas Smooth-Transition Regression Models for Non-Stationary Extremes Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Oxford University Press (OUP), 2023 Published in: Journal of Financial Econometrics Ulm, Maren; Hambuckers, Julien Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2021 Published in: SSRN Electronic Journal Hambuckers, Julien; Ulm, Maren Interest Rate Differentials and the Dynamic Asymmetry of Exchange Rates Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2020 Published in: SSRN Electronic Journal Hambuckers, Julien; Kneib, T. Smooth Transition Regression Models for Non-Stationary Extremes Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2020 Published in: SSRN Electronic Journal Hambuckers, Julien; Heuchenne, Cédric Estimating the Out‐of‐Sample Predictive Ability of Trading Rules: A Robust Bootstrap Approach Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiley, 2016 Published in: Journal of Forecasting Crucil, Romain; Hambuckers, Julien; Maxand, Simone Do Monetary Policy Shocks Affect Financial Uncertainty? A Non-gaussian Proxy SVAR Approach Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2023 Published in: SSRN Electronic Journal Hambuckers, Julien; Kratz, Marie; Usseglio-Carleve, Antoine Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2023 Published in: SSRN Electronic Journal
Mhalla, Linda [Author] ; Hambuckers, Julien [Other]; Lambert, Marie [Other] Extremal Connectedness and Systemic Risk of Hedge Funds Books View online Schließen > Access https://ssrn.com/abstract=3519295 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Hambuckers, Julien [Author] ; Ulm, Maren [Other] Dynamic asymmetry of exchange rates, interest rate differentials and currency crash risk Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3541862 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Hambuckers, Julien [Author] ; Kneib, T. [Other] Smooth Transition Regression Models for Non-Stationary Extremes Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3541718 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Hambuckers, Julien [Author] ; Groll, Andreas [Other]; Kneib, T. [Other] Understanding the Economic Determinants of the Severity of Operational Losses : A Regularized Generalized Pareto Regression Approach Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3107265 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018]
Hambuckers, Julien [Author] ; Heuchenne, Cedric [Other] Estimating the Out-of-Sample Predictive Ability of Technical Trading Rules : A Robust Bootstrap Approach Books View online Schließen > Access https://ssrn.com/abstract=2803182 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Ulm, Maren [Author]; Hambuckers, Julien [Author] Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model Books View online Schließen > Access https://ssrn.com/abstract=3984900 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021]
Bee, Marco [Author]; Hambuckers, Julien [Author] Modeling multivariate operational losses via copula-based distributions with g-and-h marginals Books View online Schließen > Access https://www.economia.unitn.it/alfresco/download/workspace/SpacesStore/557e6480-6770-4381-90ad-f0c1dd0febcd/DEM2020_03.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Trento]: Università degli studi di Trento, Dipartimento di economia e management, [2020] Published in: DEM working papers ; 2020,3
> Access https://www.economia.unitn.it/alfresco/download/workspace/SpacesStore/557e6480-6770-4381-90ad-f0c1dd0febcd/DEM2020_03.pdf Show more show less
Crucil, Romain [Author]; Hambuckers, Julien [Author]; Maxand, Simone [Author] Do Monetary Policy Shocks Affect Financial Uncertainty? A Non-gaussian Proxy SVAR Approach Books View online Schließen > Access https://ssrn.com/abstract=4469420 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023]
Hambuckers, Julien [Author]; Kratz, Marie [Author]; Usseglio-Carleve, Antoine [Author] Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4440102 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023] Published in: ESSEC Business School Research Paper ; No. 2023-02
Hambuckers, Julien [Author]; Kratz, Marie [Author]; Usseglio-Carleve, Antoine [Author] Efficient estimation in extreme value regression models of hedge fund tail risks Books View online Schließen > Access https://hal.science/hal-04090916v1/file/WP%202305_Efficient%20Estimation%20in%20Extreme%20Value%20Regression_Kratz.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cergy-Pontoise: ESSEC Business School, April 7, 2023 Published in: ESSEC Business School: Documents de recherche ; 23,5
> Access https://hal.science/hal-04090916v1/file/WP%202305_Efficient%20Estimation%20in%20Extreme%20Value%20Regression_Kratz.pdf Show more show less
Groll, Andreas [Author]; Hambuckers, Julien [Author]; Kneib, Thomas [Author]; Umlauf, Nikolaus [Author] LASSO-type penalization in the framework of generalized additive models for location, scale and shape Books View online Schließen > Access https://econpapers.repec.org/RePEc:inn:wpaper:2018-16 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Innsbruck, Austria: Research platform Empirical and Experimental Economics, University of Innsbruck, [2018] Published in: Working papers in economics and statistics ; 2018,16
Groll, Andreas [Author]; Hambuckers, Julien [Author]; Kneib, Thomas [Author]; Umlauf, Nikolaus [Author] LASSO-type penalization in the framework of generalized additive models for location, scale and shape Books View online Schließen > Links http://hdl.handle.net/10419/184994 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Innsbruck: University of Innsbruck, Research Platform Empirical and Experimental Economics (eeecon), 2018
Hambuckers, Julien; Hübner, Philippe Measuring the Time-varying Systemic Risks of Hedge Funds Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2024 Published in: SSRN Electronic Journal
Hambuckers, Julien; Kneib, Thomas Smooth-Transition Regression Models for Non-Stationary Extremes Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Oxford University Press (OUP), 2023 Published in: Journal of Financial Econometrics
Ulm, Maren; Hambuckers, Julien Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2021 Published in: SSRN Electronic Journal
Hambuckers, Julien; Ulm, Maren Interest Rate Differentials and the Dynamic Asymmetry of Exchange Rates Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2020 Published in: SSRN Electronic Journal
Hambuckers, Julien; Kneib, T. Smooth Transition Regression Models for Non-Stationary Extremes Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2020 Published in: SSRN Electronic Journal
Hambuckers, Julien; Heuchenne, Cédric Estimating the Out‐of‐Sample Predictive Ability of Trading Rules: A Robust Bootstrap Approach Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiley, 2016 Published in: Journal of Forecasting
Crucil, Romain; Hambuckers, Julien; Maxand, Simone Do Monetary Policy Shocks Affect Financial Uncertainty? A Non-gaussian Proxy SVAR Approach Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2023 Published in: SSRN Electronic Journal
Hambuckers, Julien; Kratz, Marie; Usseglio-Carleve, Antoine Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2023 Published in: SSRN Electronic Journal
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