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 1 2 65 1 3 12 180
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 54 0 1 2 86
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 0 0 2 7 47
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 0 0 0 0 15
Loss Functions for LGD Models Comparison 0 0 0 0 1 2 4 82
Loss functions for LGD model comparison 0 0 1 147 0 0 4 343
Total Working Papers 0 1 3 266 2 8 29 753


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 2 3 9 3 10 17 33
Loss functions for Loss Given Default model comparison 0 0 2 38 0 0 6 131
Total Journal Articles 0 2 5 47 3 10 23 164


Statistics updated 2025-07-04