Affichage du profil
Degree certificates :
Doctoral thesis: Nonparametric and bootstrap techniques applied to financial risk modeling
Biography: Julien Hambuckers is assistant professor of finance at HEC Liège - Management School of the University of Liège. His major research interests are in the field of financial econometrics. In particular, Julien focuses on Extreme Value Theory in finance and its extensions to the regression context, with the goal to improve the modelling of financial risks. Some of his past and present research topics are also related to distributional regression in time series and solving applied statistical questions (forecasting, testing, model selection) for financial economics. He applies these methodological findings to problems like operational, cyber, credit and systemic risk modelling. He holds a M.Sc. in Business Engineering specialized in Finance as well as Ph.D. in Economics and Management from the University of Liège. Prior to his position at HEC Liège, Julien was a postdoctoral fellow at the Chair of Statistics and Econometrics at University of Goettingen (Germany) from 2016 to 2018. For more info, see https://sites.google.com/view/julienhambuckers/accueil.
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