2
H index
0
i10 index
12
Citations
Jérémy Leymarie : Citation Profile
Université d'Orléans | RESEARCH PRODUCTION: 1 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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2 years (2018 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jérémy Leymarie. | Is cited by:
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Main data
Where Jérémy Leymarie has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / HAL | 2 |
Recent works citing Jérémy Leymarie (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | Tail risk forecasting using Bayesian realized EGARCH models. (2020). Wang, Chao ; Gerlach, Richard ; Tendenan, Vica. In: Papers. RePEc:arx:papers:2008.05147. Full description at Econpapers || Download paper |
| 2020 | Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary. (2020). Schnaitmann, Julie ; Liu, Xiaochun ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2009.07341. Full description at Econpapers || Download paper |
| 2020 | The Efficiency Gap. (2020). Fissler, Tobias ; Dimitriadis, Timo ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:2010.14146. Full description at Econpapers || Download paper |
| 2021 | Predicting risk in energy markets: Low-frequency data still matter. (2021). Výrost, Tomᚠ; Vrost, Toma ; Todorova, Neda ; Lyocsa, Tefan. In: Applied Energy. RePEc:eee:appene:v:282:y:2021:i:pa:s0306261920315567. Full description at Econpapers || Download paper |
| 2020 | Exploring the mismatch between credit ratings and loss-given-default: A credit risk approach. (2020). Shi, Baofeng ; Li, Weiping ; Chi, Guotai. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:420-428. Full description at Econpapers || Download paper |
| 2021 | Machine Learning or Econometrics for Credit Scoring: Lets Get the Best of Both Worlds *. (2020). Hurlin, Christophe ; Tokpavi, Sessi ; Hue, Sullivan ; Dumitrescu, Elena . In: Working Papers. RePEc:hal:wpaper:hal-02507499. Full description at Econpapers || Download paper |
| 2020 | Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds. (2020). Hurlin, Christophe ; Dumitrescu, ElenaIvona ; Tokpavi, Sessi ; Hue, Sullivan. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2839. Full description at Econpapers || Download paper |
| 2020 | Encompassing tests for value at risk and expected shortfall multi-step forecasts based on inference on the boundary. (2020). Liu, Xiaochun ; Dimitriadis, Timo ; Schnaitmann, Julie. In: Hohenheim Discussion Papers in Business, Economics and Social Sciences. RePEc:zbw:hohdps:112020. Full description at Econpapers || Download paper |
Works by Jérémy Leymarie:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | Loss functions for Loss Given Default model comparison In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 6 |
| 2018 | Loss Functions for LGD Models Comparison In: Post-Print. [Citation analysis] | paper | 0 |
| 2018 | Loss functions for LGD model comparison.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2020 | Backtesting Expected Shortfall via Multi-Quantile Regression In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team