Jérémy Leymarie

EDHEC Business School

France

Personnal website

Backtesting Expected Shortfall via Multi-Quantile Regression

Working Paper (2021)

Couperier Ophélie and Leymarie Jérémy

Loss functions for Loss Given Default model comparison

European Journal of Operational Research (2018)

Hurlin Christophe, Leymarie Jérémy, and Patin Antoine