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 2 64 0 0 10 173
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 54 0 0 1 85
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 0 1 2 8 45
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 0 0 0 2 15
Loss Functions for LGD Models Comparison 0 0 0 0 0 0 1 79
Loss functions for LGD model comparison 0 0 2 147 0 0 5 342
Total Working Papers 0 0 4 265 1 2 27 739


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 1 4 7 0 6 15 23
Loss functions for Loss Given Default model comparison 0 0 4 38 0 1 9 130
Total Journal Articles 0 1 8 45 0 7 24 153


Statistics updated 2025-03-03