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Publications

by members of

Centre de Méthodes Quantitatives et Operations Management (QuantOM)
HEC École de Gestion
Université de Liège
Liège, Belgium

(Centre for Quantitative Methods and Operations Management, School of Management, University of Liege)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2019

  1. Marco Bee & Julien Hambuckers & Luca Trapin, 2019. "An improved approach for estimating large losses in insurance analytics and operational risk using the g-and-h distribution," DEM Working Papers 2019/11, Department of Economics and Management.

2018

  1. Marco Bee & Julien Hambuckers & Luca Trapin, 2018. "Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach," DEM Working Papers 2018/08, Department of Economics and Management.
  2. Andreas Groll & Julien Hambuckers & Thomas Kneib & Nikolaus Umlauf, 2018. "LASSO-Type Penalization in the Framework of Generalized Additive Models for Location, Scale and Shape," Working Papers 2018-16, Faculty of Economics and Statistics, Universität Innsbruck.

2017

  1. Hambuckers, Julien & Heuchenne, Cedric, 2017. "A robust statistical approach to select adequate error distributions for financial returns," LIDAM Reprints ISBA 2017031, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).

2016

  1. Hambuckers, J. & Heuchenne, Cedric, 2016. "Estimating the out-of-sample predictive ability of trading rules: a robust bootstrap approach," LIDAM Reprints ISBA 2016028, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).

2014

  1. Hambuckers, Julien & Heuchenne, Cedric, 2014. "A new methodological approach for error distributions selection in Finance," LIDAM Discussion Papers ISBA 2014052, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).

2008

  1. Georges Hübner & Jean-Philippe Peters, 2008. "Practical methods for measuring and managing operational risk in the financial sector: a clinical study," ULB Institutional Repository 2013/14158, ULB -- Universite Libre de Bruxelles.

2005

  1. Ariane Chapelle & Georges Hübner & Jean-Philippe Peters, 2005. "Le risque opérationnel: implications de l'Accord de Bâle pour le secteur financier," ULB Institutional Repository 2013/9931, ULB -- Universite Libre de Bruxelles.

2004

  1. Ariane Chapelle & Yves Crama & Georges Hubner & Jean-Philippe Peeters, 2004. "Basel II and Operational Risk: Implications for risk measurement and management in the financial sector," Working Paper Research 51, National Bank of Belgium.

2001

  1. S»bastien Laurent and Jean-Philippe Peters, 2001. "G@RCH 2.0: An Ox Package for Estimating and Forecasting Various ARCH Models," Computing in Economics and Finance 2001 123, Society for Computational Economics.

Journal articles

2021

  1. Lurkin, Virginie & Hambuckers, Julien & van Woensel, Tom, 2021. "Urban low emissions zones: A behavioral operations management perspective," Transportation Research Part A: Policy and Practice, Elsevier, vol. 144(C), pages 222-240.

2019

  1. Groll, Andreas & Hambuckers, Julien & Kneib, Thomas & Umlauf, Nikolaus, 2019. "LASSO-type penalization in the framework of generalized additive models for location, scale and shape," Computational Statistics & Data Analysis, Elsevier, vol. 140(C), pages 59-73.
  2. M. Bee & J. Hambuckers & L. Trapin, 2019. "Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach," Quantitative Finance, Taylor & Francis Journals, vol. 19(8), pages 1255-1266, August.

2018

  1. Julien Hambuckers & Andreas Groll & Thomas Kneib, 2018. "Understanding the economic determinants of the severity of operational losses: A regularized generalized Pareto regression approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 898-935, September.
  2. J. Hambuckers & T. Kneib & R. Langrock & A. Silbersdorff, 2018. "A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models," Quantitative Finance, Taylor & Francis Journals, vol. 18(10), pages 1679-1698, October.

2017

  1. J. Hambuckers & C. Heuchenne, 2017. "A robust statistical approach to select adequate error distributions for financial returns," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(1), pages 137-161, January.

2016

  1. Julien Hambuckers & Cédric Heuchenne, 2016. "Estimating the Out‐of‐Sample Predictive Ability of Trading Rules: A Robust Bootstrap Approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(4), pages 347-372, July.

2008

  1. Chapelle, Ariane & Crama, Yves & Hübner, Georges & Peters, Jean-Philippe, 2008. "Practical methods for measuring and managing operational risk in the financial sector: A clinical study," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 1049-1061, June.

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