Non-standard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... | 48 | 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 | 47 | 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 | 36 | 2021 |
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 | 19 | 2019 |
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 |
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 | 11* | 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 |