关注
Jérémy Leymarie
Jérémy Leymarie
在 edhec.edu 的电子邮件经过验证
标题
引用次数
引用次数
年份
Loss functions for loss given default model comparison
C Hurlin, J Leymarie, A Patin
European Journal of Operational Research 268 (1), 348-360, 2018
382018
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
332021
Backtesting expected shortfall via multi-quantile regression
O Couperier, J Leymarie
222020
Granger-Causality in Quantiles and Financial Interconnectedness
J Leymarie, S Hué
Available at SSRN 4074763, 2022
2022
系统目前无法执行此操作,请稍后再试。
文章 1–4