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Jeremy Leymarie

University of Orleans

Rue de Blois

B.P. 6739

45067 Orleans Cedex 2, Orleans cedex 2 45067

France

  • University of Orleans

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Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures

Swiss Finance Institute Research Paper No. 19-48 (2019)
Number of pages: 64 Posted: 19 Sep 2019 Last Revised: 08 Apr 2020
Denisa Banulescu Radu, Christophe Hurlin, Jeremy Leymarie and Olivier Scaillet
University of Orleans, University of Orleans, University of Orleans and Swiss Finance Institute - University of Geneva
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