Jérémy Leymarie
Names
| first: | Jérémy |
| last: | Leymarie |
Identifer
| RePEc Short-ID: | ple950 |
Contact
| homepage: | https://sites.google.com/site/researchjeremyleymarie/ |
| postal address: | Laboratoire d'Economie d'Orléans Université d'Orléans Rue de Blois BP 26739 45067 Orléans France |
Affiliations
-
Université d'Orléans
/ Faculté de droit, d'économie et de gestion
/ Laboratoire d'Économie d'Orléans (LEO)
- EDIRC entry
- location:
Research profile
author of:
- Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures (RePEc:chf:rpseri:rp1948)
by Denisa Banulescu & Christophe Hurlin & Jeremy Leymarie & O. Scaillet - Loss functions for Loss Given Default model comparison (RePEc:eee:ejores:v:268:y:2018:i:1:p:348-360)
by Hurlin, Christophe & Leymarie, Jérémy & Patin, Antoine - Loss Functions for LGD Models Comparison (RePEc:hal:journl:hal-01923050)
by Jérémy Leymarie & Christophe Hurlin & Antoine Patin - Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures (RePEc:hal:journl:hal-03526444)
by Denisa Banulescu-Radu & Christophe Hurlin & Jérémy Leymarie & Olivier Scaillet - Loss functions for LGD model comparison (RePEc:hal:wpaper:halshs-01516147)
by Christophe Hurlin & Jérémy Leymarie & Antoine Patin - Backtesting Expected Shortfall via Multi-Quantile Regression (RePEc:hal:wpaper:halshs-01909375)
by Ophélie Couperier & Jérémy Leymarie - Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures (RePEc:hal:wpaper:halshs-03088668)
by Denisa Banulescu & Christophe Hurlin & Jeremy Leymarie & Olivier Scaillet - Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures (RePEc:inm:ormnsc:v:67:y:2021:i:9:p:5730-5754)
by Denisa Banulescu-Radu & Christophe Hurlin & Jérémy Leymarie & Olivier Scaillet