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 2 94 1 4 18 193
A Nonparametric Test for Grangercausality in Distribution with Application to Financial Contagion 0 0 0 76 0 1 7 94
Backtesting VaR Accuracy: A New Simple Test 0 0 2 211 1 3 19 590
Backtesting VaR Accuracy: A Simple and Powerful Test 0 0 1 15 0 1 8 41
Backtesting Value-at-Risk: A GMM Duration-Based Test 1 1 3 149 1 3 10 323
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 1 2 17 3 5 14 68
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 5 19 2 6 16 82
High-Frequency Risk Measures 0 0 14 219 1 4 36 556
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 73 1 1 10 181
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 1 1 4 25
Minimum Variance Portfolio Optimisation under Parameter Uncertainty: A Robust Control Approach 0 0 2 102 1 1 6 226
Sampling error and double shrinkage estimation of minimum variance portfolios 0 1 2 98 0 2 14 277
Stocks and Bonds: Flight-to-Safety for Ever? 1 3 12 71 2 6 41 136
Sélection dynamique de portefeuille dans un cadre Moyenne-VaR: une approche GARCH multivariée 0 0 0 0 0 0 3 29
Testing for Extreme Volatility Transmission with Realized Volatility Measures 1 2 7 144 2 4 29 194
Testing for crude oil markets globalization during extreme price movements 0 0 0 86 0 1 10 296
Testing for the Systemically Important Financial Institutions: a Conditional Approach 0 0 0 85 0 1 6 130
Une Evaluation des Procédures de Backtesting 0 1 2 163 1 3 9 430
Une évaluation des procédures de Backtesting 0 0 0 2 2 3 9 33
Total Working Papers 3 9 54 1,624 19 50 269 3,904
1 registered items for which data could not be found

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 1 3 0 1 6 18
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 2 12 81 2 10 38 259
Commentaire sur l’article « Droits de contrôle versus droits pécuniaires, crise financière et vulnérabilité des banques européennes » 0 0 0 1 0 0 1 10
Forecasting High‐Frequency Risk Measures 0 0 2 16 0 1 3 36
Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach 0 0 0 24 1 3 11 102
Measuring network systemic risk contributions: A leave-one-out approach 0 0 6 8 2 3 30 43
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 2 8 0 1 12 50
Testing for Granger causality in distribution tails: An application to oil markets integration 0 0 3 29 0 0 10 118
Un test de validité de la Value at Risk 0 0 1 70 0 1 8 173
Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes » 0 0 0 2 0 1 6 22
Total Journal Articles 0 2 27 242 5 21 125 831

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Statistics updated 2020-09-04