Back
  1. Home
  2. Profile of Philippe Hübner (ULiège)
Profil

Hübner Philippe

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

HEC Liège Research

HEC Liège Research: Financial Management for the Future

See author's contact details
ORCID
0000-0001-9217-8495
Main Referenced Co-authors
Hambuckers, Julien  (10)
Main Referenced Keywords
Hedge funds (5); Systemic risk (5); Extreme value theory (4); Financial Econometrics (3); Extreme value regression (2);
Main Referenced Disciplines
Finance (10)

Publications (total 10)

The most downloaded
75 downloads
Hambuckers, J., & Hübner, P. (in press). Systemic risks in the shadow: an extreme value analysis of hedge funds. Journal of the Royal Statistical Society. Series C, Applied Statistics. https://hdl.handle.net/2268/335603

Hambuckers, J., & Hübner, P. (in press). Systemic risks in the shadow: an extreme value analysis of hedge funds. Journal of the Royal Statistical Society. Series C, Applied Statistics.
Peer Reviewed verified by ORBi

Hambuckers, J., & Hübner, P. (24 June 2025). On Predicting the Likelihood of High-Frequency Extreme Price Movements [Poster presentation]. 14th International Conference on Extreme Value Analysis (EVA 2025).
Peer reviewed

Hambuckers, J., & Hübner, P. (11 June 2025). Measuring the time-varying systemic risks of hedge funds: an extreme value regression approach [Poster presentation]. 17th Annual SoFiE Conference.
Peer reviewed

Hambuckers, J., & Hübner, P. (27 May 2025). Measuring the Time-Varying Systemic Risks of hedge Funds: an Extreme Value Regression Approach [Paper presentation]. 41st International Conference of the Association Française de Finance (AFFI).
Peer reviewed

Hambuckers, J., & Hübner, P. (27 August 2024). Which early warning signals predict high-frequency extreme price movements? [Paper presentation]. 26th International Conference on Computational Statistics.

Hambuckers, J., & Hübner, P. (2024). Measuring the time-varying systemic risks of hedge funds. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/316747.

Hübner, P., & Hambuckers, J. (01 August 2023). Hedge funds systemic risks: Which factors matter? [Paper presentation]. 6th International Conference on Econometrics and Statistics (EcoSta 2023).
Editorial reviewed

Hübner, P., & Hambuckers, J. (29 June 2023). Hedge funds systemic risks: which factors matter? [Paper presentation]. 9th Annual Conference of the International Association for Applied Econometrics (IAAE), Oslo, Norway.
Peer reviewed

Hübner, P., & Hambuckers, J. (20 April 2023). Measuring the contribution of hedge funds to banks’ systemic risk: an extreme value approach [Paper presentation]. Belgian Financial Research Forum.
Peer reviewed

Hambuckers, J., & Hübner, P. (18 December 2022). Which hedge funds are systemically risky, and when: A dynamic extreme value regression approach [Paper presentation]. 16th International Conference Computational and Financial Econometrics (CFE 2022), Londres, United Kingdom.
Editorial reviewed

Contact ORBi