Следене
Jérémy Leymarie
Jérémy Leymarie
Edhec Business School
Потвърден имейл адрес: edhec.edu
Заглавие
Позовавания
Позовавания
Година
Loss functions for loss given default model comparison
C Hurlin, J Leymarie, A Patin
European Journal of Operational Research 268 (1), 348-360, 2018
362018
Backtesting marginal expected shortfall and related systemic risk measures
D Banulescu-Radu, C Hurlin, J Leymarie, O Scaillet
Management science 67 (9), 5730-5754, 2021
312021
Backtesting expected shortfall via multi-quantile regression
O Couperier, J Leymarie
202020
Granger-Causality in Quantiles and Financial Interconnectedness
J Leymarie, S Hué
Available at SSRN 4074763, 2022
2022
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Статии 1–4