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Details about Jérémy Leymarie

E-mail:
Homepage:https://sites.google.com/site/researchjeremyleymarie/
Postal address:Laboratoire d'Economie d'Orléans Université d'Orléans Rue de Blois BP 26739 45067 Orléans France
Workplace:Laboratoire d'Économie d'Orléans (LEO) (Orleans Economic Laboratory), Faculté de droit, d'économie et de gestion (Faculty of Law, Economics and Management), Université d'Orléans (University of Orleans), (more information at EDIRC)

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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Working Papers

2019

  1. Backtesting Expected Shortfall via Multi-Quantile Regression
    Working Papers, HAL Downloads

2018

  1. Loss functions for LGD model comparison
    Working Papers, HAL Downloads

Journal Articles

2018

  1. Loss functions for Loss Given Default model comparison
    European Journal of Operational Research, 2018, 268, (1), 348-360 Downloads View citations (2)
 
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