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 4 226
Backtesting VaR Accuracy: A New Simple Test 0 0 0 221 0 1 3 622
Backtesting VaR Accuracy: A Simple and Powerful Test 0 0 0 17 1 5 7 60
Backtesting Value-at-Risk: A GMM Duration-Based Test 1 1 1 25 3 7 8 125
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 1 20 5 5 7 93
Backtesting Value-at-Risk: A GMM Duration-Based Test 1 1 3 167 1 4 11 368
High-Frequency Risk Measures 0 0 0 232 1 1 5 625
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 73 0 1 1 200
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 1 2 3 42
Minimum Variance Portfolio Optimisation under Parameter Uncertainty: A Robust Control Approach 0 0 0 112 1 3 7 262
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 101 3 3 3 307
Stocks and Bonds: Flight-to-Safety for Ever? 0 0 0 79 1 1 2 179
Sélection dynamique de portefeuille dans un cadre Moyenne-VaR: une approche GARCH multivariée 0 0 0 0 1 1 1 34
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 1 156 0 1 4 242
Testing for crude oil markets globalization during extreme price movements 0 0 1 91 0 1 5 312
Testing for the Systemically Important Financial Institutions: a Conditional Approach 0 0 0 86 3 3 6 144
The Americanization of European higher education and research 0 0 0 144 4 4 6 442
Une Evaluation des Procédures de Backtesting 1 1 2 179 2 5 13 482
Une évaluation des procédures de Backtesting 0 0 0 7 0 2 3 49
Total Working Papers 3 3 9 1,809 28 53 99 4,814

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 3 14 91
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 104 0 4 11 349
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 2 2 3 46
Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach 0 0 0 28 0 2 8 145
Measuring network systemic risk contributions: A leave-one-out approach 0 0 1 16 4 7 18 110
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 11 0 0 4 73
Testing for Granger causality in distribution tails: An application to oil markets integration 0 0 0 34 0 0 6 149
Un test de validité de la Value at Risk 0 0 1 74 1 3 6 193
Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes » 0 0 0 2 0 0 2 27
Total Journal Articles 0 0 4 315 7 21 72 1,193

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Statistics updated 2025-12-06