Jérémy Leymarie : Citation Profile

Université d'Orléans

3

H index

3

i10 index

41

Citations

RESEARCH PRODUCTION:

2

Articles

6

Papers

RESEARCH ACTIVITY:

   3 years (2018 - 2021). See details.
   Cites by year: 13
   Journals where Jérémy Leymarie has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple950
   Updated: 2025-03-08    RAS profile: 2023-02-24    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Scaillet, Olivier (3)

Hurlin, Christophe (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jérémy Leymarie.

Is cited by:

Hurlin, Christophe (4)

Dumitrescu, Elena Ivona (3)

Hué, Sullivan (3)

Liu, Xiaochun (2)

Liu, Xiaochun (2)

Liu, Xiaochun (2)

Liu, Xiaochun (2)

Tiwari, Aviral (2)

Colonnello, Stefano (1)

Egan, Paul (1)

Koetter, Michael (1)

Cites to:

Smeekes, Stephan (4)

Manganelli, Simone (4)

Quaedvlieg, Rogier (4)

Laurent, Sébastien (4)

Hurlin, Christophe (4)

Kim, Tae-Hwan (3)

gourieroux, christian (2)

Calabrese, Raffaella (2)

LINTON, OLIVER (2)

Tasche, Dirk (2)

Escanciano, Juan Carlos (2)

Main data

Production by document typearticlepaper2018201920202021024Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published201820192020202102.557.510Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received201820192020202120222023202420250510Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2018201920202021051015Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 3Most cited documents123401020Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250301234h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Jérémy Leymarie has published?

Working Papers Series with more than one paper published# docs
Working Papers / HAL3
Post-Print / HAL2

Recent works citing Jérémy Leymarie (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials. (2024). Lu, Yang ; Hurlin, Christophe. In: Papers. RePEc:arx:papers:2405.02012.

Full description at Econpapers || Download paper

2024On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures. (2024). Zhang, Yiying ; Pu, Tong. In: Papers. RePEc:arx:papers:2405.07549.

Full description at Econpapers || Download paper

2024A simulation-based method for estimating systemic risk measures. (2024). Chen, Pengzhan ; Zhou, YI ; Ye, Wuyi ; Wu, Bin. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:1:p:312-324.

Full description at Econpapers || Download paper

2024A theory of multivariate stress testing. (2024). Wang, Ruodu ; Millossovich, Pietro ; Tsanakas, Andreas. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:3:p:851-866.

Full description at Econpapers || Download paper

2024Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility. (2024). Vrost, Toma ; Plihal, Toma ; Lyocsa, Tefan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1275-1301.

Full description at Econpapers || Download paper

Works by Jérémy Leymarie:

Year  ↓Title  ↓Type  ↓Cited  ↓
2019Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper16
2021Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures.(2021) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2020Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2021Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures.(2021) In: Management Science.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2018Loss functions for Loss Given Default model comparison In: European Journal of Operational Research.
[Full Text][Citation analysis]		article14
2018Loss Functions for LGD Models Comparison In: Post-Print.
[Citation analysis]		paper0
2018Loss functions for LGD model comparison.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2020Backtesting Expected Shortfall via Multi-Quantile Regression In: Working Papers.
[Full Text][Citation analysis]		paper11

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team