Non-standard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...
47 2021 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
46 2018 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
40 2019 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
35 2021 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
19 2018 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
18 2019 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
13 2019 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
9 2022 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
8 2023 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
8 2017 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
6 2019 A semiparametric model for Generalized Pareto regression based on a dimension reduction assumption J Hambuckers, C Heuchenne, O Lopez
3 2016 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
3 2016 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
2 2023 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
2 2023 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
2 2017 On the role of interest rate differentials in the dynamic asymmetry of exchange rates J Hambuckers, M Ulm
Economic Modelling 129, 106554, 2023
1 2023