Jérémy Leymarie : Citation Profile


Are you Jérémy Leymarie?

Université d'Orléans

2

H index

0

i10 index

12

Citations

RESEARCH PRODUCTION:

1

Articles

3

Papers

RESEARCH ACTIVITY:

   2 years (2018 - 2020). See details.
   Cites by year: 6
   Journals where Jérémy Leymarie has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple950
   Updated: 2021-03-01    RAS profile: 2019-01-10    
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Relations with other researchers


Works with:

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 (2)

Výrost, Tomᚠ(1)

Punzo, Antonio (1)

Cites to:

Laurent, Sébastien (4)

Quaedvlieg, Rogier (4)

Smeekes, Stephan (4)

Hurlin, Christophe (4)

Manganelli, Simone (3)

gourieroux, christian (2)

Bastos, João (2)

Lima, Luiz (2)

Calabrese, Raffaella (2)

Acerbi, Carlo (2)

Gaglianone, Wagner (2)

Main data


Where Jérémy Leymarie has published?


Working Papers Series with more than one paper published# docs
Working Papers / HAL2

Recent works citing Jérémy Leymarie (2021 and 2020)


YearTitle of citing document
2020Tail risk forecasting using Bayesian realized EGARCH models. (2020). Wang, Chao ; Gerlach, Richard ; Tendenan, Vica. In: Papers. RePEc:arx:papers:2008.05147.

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2020Encompassing 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.

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2020The Efficiency Gap. (2020). Fissler, Tobias ; Dimitriadis, Timo ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:2010.14146.

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2021Predicting 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.

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2020Exploring 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.

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2021Machine 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.

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2020Machine 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.

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2020Encompassing 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.

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Works by Jérémy Leymarie:


YearTitleTypeCited
2018Loss functions for Loss Given Default model comparison In: European Journal of Operational Research.
[Full Text][Citation analysis]
article6
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 another version. Agregated cites: 0
paper
2020Backtesting Expected Shortfall via Multi-Quantile Regression In: Working Papers.
[Full Text][Citation analysis]
paper6

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