Author Page for Julien Hambuckers

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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

HEC-ULg University of Liège and University of Liege - HEC Management School

Abstract:

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

HEC-ULg University of Liège, University of Liege - HEC Management School and Independent

Julien Hambuckers

HEC-ULg University of Liège

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Scholarly Papers (2)

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

Abstract:

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

Abstract:

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