Access Statistics for Jérémy Leymarie

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Backtesting Expected Shortfall via Multi-Quantile Regression 0 0 1 65 1 2 10 183
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 0 0 0 6 49
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 1 1 55 3 5 6 91
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 0 0 0 1 16
Loss Functions for LGD Models Comparison 0 0 0 0 0 0 3 82
Loss functions for LGD model comparison 0 0 0 147 4 5 7 349
Total Working Papers 0 1 2 267 8 12 33 770


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 3 9 3 5 26 43
Loss functions for Loss Given Default model comparison 0 0 1 39 2 2 7 136
Total Journal Articles 0 0 4 48 5 7 33 179


Statistics updated 2025-12-06