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  1. Colletaz, Gilbert [Author] ; Hurlin, Christophe [Other]; Perignon, Christophe [Other]

    The Risk Map : A New Tool for Backtesting Value-at-Risk Models

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    [S.l.]: SSRN, [2013]

    Published in: International Conference of the French Finance Association (AFFI), May 11-13, 2011

  2. Benoit, Sylvain [Other]; Colletaz, Gilbert [Other]; Hurlin, Christophe [Other]; Pérignon, Christophe [Other]

    A theoretical and empirical comparison of systemic risk measures

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    Paris: HEC, 2013

    Published in: Ecole des hautes études commerciales: HEC Paris research paper series ; 1030