Cedric Heuchenne

University of Liège - HEC Management School

Boulevard du Rectorat 7 (B31)

LIEGE, Liege 4000

Belgium

  • University of Liège - HEC Management School

SCHOLARLY PAPERS

2

DOWNLOADS

0

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

Actions:
Email selected abstracts
1.

Estimating the Out-of-Sample Predictive Ability of Technical Trading Rules: A Robust Bootstrap Approach

J. Hambuckers and C. Heuchenne. Estimating the Out-of-Sample Predictive Ability of Technical Trading Rules: A Robust Bootstrap approach. Journal of Forecasting, 34 (4): 347-372, 2016.
Posted: 02 Jul 2016
Julien Hambuckers and Cedric Heuchenne
University of Liège - HEC Liège and University of Liège - HEC Management School

Abstract:

Loading...

trading rules, bootstrap, bootstrap .632, out-of-sample, predictive ability, parameter uncertainty

2.

Modeling the Dependence between Extreme Operational Losses and Economic Factors: A Conditional Semi-Parametric Generalized Pareto Approach

Posted: 06 Oct 2015
Julien Hambuckers, Cedric Heuchenne and Olivier Lopez
University of Liège - HEC Liège, University of Liège - HEC Management School and Independent

Abstract:

Loading...

Generalized Pareto distribution, Operational risk, Extreme events, Loss distribution approach, Semiparametric regression