Hambuckers Julien

HEC Liège : UER > UER Finance, Comptabilité et Droit : Finance de Marché

HEC Liège Research: Financial Management for the Future

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ORCID
0000-0003-4567-5477
Main Referenced Co-authors
Heuchenne, Cédric  (15)
Kratz, Marie (12)
Usseglio-Carleve, Antoine (12)
Hübner, Philippe  (11)
Kneib, Thomas (11)
Main Referenced Keywords
error distribution (8); Extreme value theory (7); operational loss (7); semiparametric (7); operational losses (6);
Main Referenced Unit & Research Centers
QuantOM (4)
Centre for Quantitative Methods and Operation Management (QuantOM) (2)
Chair of Statistics, Faculty of Business and Economics (University of Göttingen) (2)
Asset and Risk Management (1)
Asset and Risk Management (HEC Recherche) (1)
Main Referenced Disciplines
Quantitative methods in economics & management (73)
Finance (24)
Macroeconomics & monetary economics (10)
Environmental sciences & ecology (4)
Special economic topics (health, labor, transportation...) (2)

Publications (total 108)

The most downloaded
1394 downloads
Ulm, M., & Hambuckers, J. (2022). Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model. Journal of Empirical Finance, 65, 125-148. doi:10.1016/j.jempfin.2021.12.004 https://hdl.handle.net/2268/266453

The most cited

56 citations (OpenAlex)

Lurkin, V., Hambuckers, J., & Van Woensel, T. (2021). Urban Low Emissions Zones: A Behavioral Operations Management Perspective. Transportation Research. Part A, Policy and Practice, 144, 222-240. doi:10.1016/j.tra.2020.11.015 https://hdl.handle.net/2268/253701

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