Julien Hambuckers

Julien Hambuckers is a Professor at the University of Liège - HEC Liège, Belgium, where he focuses on advanced financial and economic modeling. His research bridges empirical finance, econometrics, and risk management.

His research interests include:

• Operational and systemic risk analysis
• Extreme value theory applications in finance
• Econometric modeling of hedge fund tail risks
• Monetary policy impacts on financial uncertainty
• Stochastic volatility in currency markets
• Statistical methods for market microstructure analysis

His work frequently employs:

• Penalized likelihood techniques
• Proxy structural vector autoregressions
• Non-stationary extreme value regression models
• Censored maximum likelihood estimation
• Bootstrap validation methods
• Generalized Pareto distributions

Notable collaborations include research with experts from:

• ESSEC Business School
• University of Göttingen
• European University Viadrina
• Université d'Avignon
• CREAR Risk Research Center

Recent methodological contributions appear in:

• Journal of Finance (2024)
• International Journal for Forecasting (2024)
• Journal of Financial Economics (2023)