Details about Jérémy Leymarie
Access statistics for papers by Jérémy Leymarie.
Last updated 2019-01-10. Update your information in the RePEc Author Service.
Short-id: ple950
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Journal Articles
Working Papers
2020
- Backtesting Expected Shortfall via Multi-Quantile Regression
Working Papers, HAL
View citations (6)
2018
- Loss Functions for LGD Models Comparison
Post-Print, HAL
Also in Working Papers, HAL (2018)
Journal Articles
2018
- Loss functions for Loss Given Default model comparison
European Journal of Operational Research, 2018, 268, (1), 348-360
View citations (6)