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 1 1 223
Backtesting VaR Accuracy: A New Simple Test 0 0 2 221 0 0 4 621
Backtesting VaR Accuracy: A Simple and Powerful Test 0 0 0 17 1 2 2 55
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 24 0 0 2 118
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 1 2 166 0 2 9 364
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 1 1 20 0 1 2 88
High-Frequency Risk Measures 0 0 0 232 0 1 5 624
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 73 0 0 0 199
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 1 1 40
Minimum Variance Portfolio Optimisation under Parameter Uncertainty: A Robust Control Approach 0 0 0 112 1 1 4 259
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 101 0 0 1 304
Stocks and Bonds: Flight-to-Safety for Ever? 0 0 0 79 0 0 1 178
Sélection dynamique de portefeuille dans un cadre Moyenne-VaR: une approche GARCH multivariée 0 0 0 0 0 0 0 33
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 1 1 156 0 2 3 241
Testing for crude oil markets globalization during extreme price movements 0 0 1 91 2 2 4 311
Testing for the Systemically Important Financial Institutions: a Conditional Approach 0 0 0 86 0 1 3 141
The Americanization of European higher education and research 0 0 0 144 0 0 2 438
Une Evaluation des Procédures de Backtesting 0 0 3 178 2 3 11 477
Une évaluation des procédures de Backtesting 0 0 0 7 0 1 1 47
Total Working Papers 0 3 10 1,806 6 18 56 4,761

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 3 26 1 1 14 88
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 1 104 2 2 11 345
Commentaire sur l’article « 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 19 1 1 1 44
Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach 0 0 1 28 3 4 8 143
Measuring network systemic risk contributions: A leave-one-out approach 0 0 3 16 1 6 15 103
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 11 1 1 8 73
Testing for Granger causality in distribution tails: An application to oil markets integration 0 0 0 34 0 3 6 149
Un test de validité de la Value at Risk 0 0 2 74 1 1 4 190
Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes » 0 0 0 2 1 2 2 27
Total Journal Articles 0 0 10 315 11 21 69 1,172

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Statistics updated 2025-09-05