Professuren für Statistik und Ökonometrie

Julien Hambuckers

  • Postdoctoral researcher at the Chair of Statistics (Prof. Dr. Thomas Kneib), since February 2016
  • Member of RTG 1644 Scaling problems in Statistics and Leibniz-WissenschaftsCampus
  • Ph.D. Thesis : Nonparametric and bootstrap techniques applied to financial risk modelling (April 20, 2015), University of Liege. Adivsor : Prof. Dr. Cédric Heuchenne (ULg)
    • Publications in refereed journals:

      1. Hambuckers, J., Kneib, T., Langrock, R. and Sohn, A. (2018)
        A Markov-switching Generalized Additive Model for Compound Poisson Processes, with Applications to Operational Losses Models, Quantitative Finance, forthcoming

      2. Hambuckers, J., Dauvrin, A., Trolliet, F., Evrard, Q., Forget, P.-M. and Hambuckers, A. (2017)
        How to assess, fast and accurately, seed removal rate of zoochoric tree species?, Forest Ecology and Management, 403(1), 152-160

      3. Hambuckers, J. and Heuchenne, C. (2017)
        A robust statistical approach to select adequate error distributions for financial returns, Journal of Applied Statistics, 44(1), 137-161

      4. Hambuckers, J. and Heuchenne, C. (2016)
        Estimating the out-of-sample predictive ability of trading rules: a robust bootstrap approach, Journal of Forecasting, 35(4), 347–372

      Work under review

      • Hambuckers, J., Groll, A. and Kneib, T. (2017)
        Understanding the Economic Determinants of the Severity of Operational Losses: A regularized Generalized Pareto Regression Approach. Download the paper here.
      • Hambuckers, J., Heuchenne, C. and Lopez, O. (2017) A semiparametric model for Generalized Pareto regression based on a dimension reduction assumption. Download the paper here.

      Research interests:

      • Distribution regression (Generalized Pareto, GAMLSS)
      • Semi- and nonparametric regression
      • Model selection
      • Bootstrap techniques in time series
      • Applications in operational risks, credit risk, financial econometrics, energy economics and ecology


      • SoSe 2018: Generalized Linear Model
      • WiSe 2017: Statistical inference (Likelihood & Bayes)
      • SoSe 2017: Generalized Linear Model
      • WiSe 2016: Graduate seminar in Applied Statistics
      • 2013-2015: Introduction to MatLab and applications (HEC-ULg)
      • 2012-2015: Empircal methods in financial markets (HEC-ULg)


      • Credit risk analyst at Dexia Bank S. A. (10/2015 to 01/2016)
      • F.N.R.S (Belgian Fund for Scientific Research) research fellow, University of Liège (Belgium), (10/2011 to 09/2015)
      • Ph.D. in Economics and management science, University of Liège (10/2011 - 04/2015)
      • M.Sc. in Business Engineering (financial engineering), University of Liège (09/2009 to 09/2011 - magna cum laude)
      • B.Sc. in Business Engineering (mathematical modelling), University of Liège (09/2006 to 06/2009 - cum laude)