Julien Hambuckers, Ph.D.
I am currently recruiting a research and teaching assistant, on a full-time position: http://www.hec.ulg.ac.be/sites/default/files/uploads/HEC/Jobs/190614%20teaching_assistant_finance2019.pdf
Submission deadline: 15 August 2019.
I am assistant professor of finance at HEC Liege, University of Liege (Belgium). I am a member of the Finance department and the research unit Asset and Risk Management (ARM) since October 2018.
My major research interests are in the field of financial econometrics. In particular, I am interested in Extreme Value Theory and its extensions to the regression context, with the goal to improve the modelling of financial risks. My past and present research topics are also related to generalized additive model for location, scale and shape (GAMLSS), with extensions in the time series context; nonparametric volatility models, bootstrap techniques in time series and solving applied statistical questions (model selection, forecasting, testing) for financial economics. I apply these methodological findings to problems like operational, cyber, credit and systemic risk modelling, as well as exchange rate distributional predictions.
Use the menu in the upper right corner to get access to my CV and research projects. For information regarding my teaching activities, please go on University of Liege website.
HEC Liege, University of Liege
14, rue Louvrex (205, N1)
4000 Liege (Belgium)
Email : jhambuckers[at]uliege.be
Phone: +32 4 232 7231
Office hours: room 205, by appointment only.