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 1 96 0 1 9 211
Backtesting VaR Accuracy: A New Simple Test 1 1 2 215 1 2 11 606
Backtesting VaR Accuracy: A Simple and Powerful Test 0 0 0 15 0 0 3 46
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 1 18 0 0 5 76
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 5 156 0 1 8 337
Backtesting Value-at-Risk: A GMM Duration-Based Test 1 1 2 22 1 1 5 98
High-Frequency Risk Measures 0 1 4 231 0 1 22 613
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 73 1 2 7 194
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 0 3 35
Minimum Variance Portfolio Optimisation under Parameter Uncertainty: A Robust Control Approach 1 1 3 110 1 1 5 251
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 101 0 0 10 301
Stocks and Bonds: Flight-to-Safety for Ever? 0 0 2 76 0 0 17 163
Sélection dynamique de portefeuille dans un cadre Moyenne-VaR: une approche GARCH multivariée 0 0 0 0 0 0 1 32
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 4 151 0 1 15 229
Testing for crude oil markets globalization during extreme price movements 0 0 1 88 0 0 4 305
Testing for the Systemically Important Financial Institutions: a Conditional Approach 0 0 0 85 0 0 1 137
The Americanization of European higher education and research 0 0 0 144 0 0 1 434
Une Evaluation des Procédures de Backtesting 1 2 3 167 1 3 6 441
Une évaluation des procédures de Backtesting 0 0 0 4 0 0 2 38
Total Working Papers 4 6 28 1,752 5 13 135 4,547

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 1 3 5 11 2 5 13 42
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 7 93 1 4 26 308
Commentaire sur lâarticle « Droits de contrôle versus droits pécuniaires, crise financière et vulnérabilité des banques européennes » 0 0 0 1 0 0 0 10
Forecasting High‐Frequency Risk Measures 0 0 0 17 0 1 1 38
Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach 0 0 1 26 0 0 6 118
Measuring network systemic risk contributions: A leave-one-out approach 0 0 1 9 2 3 19 72
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 1 10 0 0 7 62
Testing for Granger causality in distribution tails: An application to oil markets integration 0 0 1 32 1 1 9 138
Un test de validité de la Value at Risk 0 0 0 70 0 0 5 180
Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes » 0 0 0 2 0 0 2 24
Total Journal Articles 1 3 16 271 6 14 88 992

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 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

Statistics updated 2022-05-04