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 1 3 5 227
Backtesting VaR Accuracy: A New Simple Test 0 0 0 221 2 3 5 624
Backtesting VaR Accuracy: A Simple and Powerful Test 0 0 0 17 0 5 7 60
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 1 1 25 0 7 7 125
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 1 3 167 0 4 9 368
Backtesting Value-at-Risk: A GMM Duration-Based Test 1 1 2 21 3 8 10 96
High-Frequency Risk Measures 0 0 0 232 2 3 7 627
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 73 1 2 2 201
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 2 3 42
Minimum Variance Portfolio Optimisation under Parameter Uncertainty: A Robust Control Approach 0 0 0 112 1 4 8 263
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 101 2 5 5 309
Stocks and Bonds: Flight-to-Safety for Ever? 0 0 0 79 3 4 4 182
Sélection dynamique de portefeuille dans un cadre Moyenne-VaR: une approche GARCH multivariée 0 0 0 0 2 3 3 36
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 1 156 0 0 4 242
Testing for crude oil markets globalization during extreme price movements 0 0 0 91 0 0 4 312
Testing for the Systemically Important Financial Institutions: a Conditional Approach 0 0 0 86 2 5 8 146
The Americanization of European higher education and research 0 0 0 144 0 4 6 442
Une Evaluation des Procédures de Backtesting 0 1 2 179 1 6 13 483
Une évaluation des procédures de Backtesting 0 0 0 7 1 2 4 50
Total Working Papers 1 4 9 1,810 21 70 114 4,835

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 2 26 0 2 12 91
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 104 0 2 10 349
Commentaire sur l’article « Droits de contrôle versus droits pécuniaires, crise financière et vulnérabilité des banques européennes » 0 0 0 1 1 1 1 11
Forecasting High‐Frequency Risk Measures 0 0 0 19 1 3 4 47
Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach 0 0 0 28 1 3 9 146
Measuring network systemic risk contributions: A leave-one-out approach 1 1 2 17 1 8 19 111
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 11 4 4 8 77
Testing for Granger causality in distribution tails: An application to oil markets integration 0 0 0 34 1 1 6 150
Un test de validité de la Value at Risk 0 0 1 74 1 3 7 194
Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes » 0 0 0 2 1 1 3 28
Total Journal Articles 1 1 5 316 11 28 79 1,204

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Statistics updated 2026-01-09