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 0 3 11 234
Backtesting VaR Accuracy: A New Simple Test 0 0 0 221 1 1 11 632
Backtesting VaR Accuracy: A Simple and Powerful Test 0 0 0 17 0 2 10 64
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 1 167 0 2 21 385
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 1 21 1 3 18 106
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 1 2 26 0 1 16 134
High-Frequency Risk Measures 0 0 0 232 1 2 8 632
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 73 0 1 10 209
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 2 3 10 50
Minimum Variance Portfolio Optimisation under Parameter Uncertainty: A Robust Control Approach 0 0 0 112 1 2 11 269
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 101 0 1 18 322
Stocks and Bonds: Flight-to-Safety for Ever? 0 0 0 79 0 1 19 197
Sélection dynamique de portefeuille dans un cadre Moyenne-VaR: une approche GARCH multivariée 0 0 0 0 0 0 9 42
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 0 156 0 2 10 251
Testing for crude oil markets globalization during extreme price movements 0 0 0 91 0 0 8 317
Testing for the Systemically Important Financial Institutions: a Conditional Approach 0 0 0 86 0 1 7 148
The Americanization of European higher education and research 0 0 0 144 0 0 10 448
Une Evaluation des Procédures de Backtesting 1 1 2 180 1 2 16 491
Une évaluation des procédures de Backtesting 0 0 0 7 0 1 12 59
Total Working Papers 1 2 6 1,812 7 28 235 4,990

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 0 1 10 97
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 1 1 105 1 4 16 359
Commentaire sur l’article « Droits de contrôle versus droits pécuniaires, crise financière et vulnérabilité des banques européennes » 0 0 0 1 1 1 7 17
Forecasting High‐Frequency Risk Measures 0 0 0 19 0 0 11 54
Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach 0 0 0 28 1 1 16 156
Measuring network systemic risk contributions: A leave-one-out approach 0 0 1 17 0 2 41 143
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 11 0 2 12 84
Testing for Granger causality in distribution tails: An application to oil markets integration 0 0 0 34 1 2 6 155
Un test de validité de la Value at Risk 0 0 0 74 0 0 12 201
Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes » 0 0 0 2 0 2 9 35
Total Journal Articles 0 1 2 317 4 15 140 1,301

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07