Access Statistics for Sessi Tokpavi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion 0 0 0 99 2 3 9 231
Backtesting VaR Accuracy: A New Simple Test 0 0 0 221 2 2 11 631
Backtesting VaR Accuracy: A Simple and Powerful Test 0 0 0 17 0 0 9 62
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 2 21 2 5 16 103
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 2 167 1 2 22 383
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 1 25 5 5 15 133
High-Frequency Risk Measures 0 0 0 232 0 1 8 630
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 73 1 6 9 208
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 1 3 8 47
Minimum Variance Portfolio Optimisation under Parameter Uncertainty: A Robust Control Approach 0 0 0 112 1 1 9 267
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 101 2 6 17 321
Stocks and Bonds: Flight-to-Safety for Ever? 0 0 0 79 3 9 18 196
Sélection dynamique de portefeuille dans un cadre Moyenne-VaR: une approche GARCH multivariée 0 0 0 0 2 2 9 42
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 1 156 2 4 10 249
Testing for crude oil markets globalization during extreme price movements 0 0 0 91 1 2 8 317
Testing for the Systemically Important Financial Institutions: a Conditional Approach 0 0 0 86 0 0 8 147
The Americanization of European higher education and research 0 0 0 144 0 2 10 448
Une Evaluation des Procédures de Backtesting 0 0 1 179 2 3 15 489
Une évaluation des procédures de Backtesting 0 0 0 7 3 4 12 58
Total Working Papers 0 0 7 1,810 30 60 223 4,962

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion 0 0 0 26 3 3 9 96
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 104 1 4 13 355
Commentaire sur l’article « Droits de contrôle versus droits pécuniaires, crise financière et vulnérabilité des banques européennes » 0 0 0 1 2 3 6 16
Forecasting High‐Frequency Risk Measures 0 0 0 19 3 4 11 54
Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach 0 0 0 28 4 5 16 155
Measuring network systemic risk contributions: A leave-one-out approach 0 0 1 17 2 13 45 141
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 11 1 2 11 82
Testing for Granger causality in distribution tails: An application to oil markets integration 0 0 0 34 1 2 7 153
Un test de validité de la Value at Risk 0 0 0 74 3 4 12 201
Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes » 0 0 0 2 1 2 8 33
Total Journal Articles 0 0 1 316 21 42 138 1,286

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Statistics updated 2026-05-06