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 0 1 222
Backtesting VaR Accuracy: A New Simple Test 0 0 2 221 1 1 4 621
Backtesting VaR Accuracy: A Simple and Powerful Test 0 0 0 17 0 0 0 53
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 0 2 165 1 1 9 362
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 19 0 0 3 87
High-Frequency Risk Measures 0 0 0 232 1 3 5 623
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 0 0 39
Minimum Variance Portfolio Optimisation under Parameter Uncertainty: A Robust Control Approach 0 0 0 112 0 2 3 258
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 2 178
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 0 1 155 0 0 3 239
Testing for crude oil markets globalization during extreme price movements 0 0 1 91 0 0 2 309
Testing for the Systemically Important Financial Institutions: a Conditional Approach 0 0 0 86 1 1 2 140
The Americanization of European higher education and research 0 0 0 144 0 0 3 438
Une Evaluation des Procédures de Backtesting 0 0 3 178 0 2 9 474
Une évaluation des procédures de Backtesting 0 0 1 7 0 0 1 46
Total Working Papers 0 0 10 1,803 4 10 50 4,743

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 1 4 26 0 5 15 87
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 2 104 1 1 10 343
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 1 19 0 0 1 43
Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach 0 0 1 28 0 1 6 139
Measuring network systemic risk contributions: A leave-one-out approach 0 0 3 16 1 1 10 97
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 11 1 3 7 72
Testing for Granger causality in distribution tails: An application to oil markets integration 0 0 0 34 0 0 3 146
Un test de validité de la Value at Risk 0 1 2 74 0 1 3 189
Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes » 0 0 0 2 0 0 1 25
Total Journal Articles 0 2 13 315 3 12 56 1,151

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Statistics updated 2025-06-06