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Citations per year
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Cited by
All
Since 2019
Citations
90
88
h-index
3
3
i10-index
3
3
0
22
11
2019
2020
2021
2022
2023
2024
7
4
17
21
22
17
Public access
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3 articles
0 articles
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not available
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Jérémy Leymarie
Edhec Business School
Verified email at edhec.edu
Financial Econometrics
Articles
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Cited by
Cited by
Year
Loss functions for loss given default model comparison
C Hurlin, J Leymarie, A Patin
European Journal of Operational Research 268 (1), 348-360
, 2018
36
2018
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
33
2021
Backtesting expected shortfall via multi-quantile regression
O Couperier, J Leymarie
21
2020
Granger-Causality in Quantiles and Financial Interconnectedness
J Leymarie, S Hué
Available at SSRN 4074763
, 2022
2022
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