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 2 12 236
Backtesting VaR Accuracy: A New Simple Test 0 0 0 221 0 2 12 633
Backtesting VaR Accuracy: A Simple and Powerful Test 0 0 0 17 0 0 9 64
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 1 21 0 2 19 107
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 1 167 1 2 23 387
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 2 26 0 0 16 134
High-Frequency Risk Measures 0 0 0 232 2 3 10 634
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 73 0 0 10 209
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 1 3 11 51
Minimum Variance Portfolio Optimisation under Parameter Uncertainty: A Robust Control Approach 1 2 2 114 2 4 13 272
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 101 0 1 19 323
Stocks and Bonds: Flight-to-Safety for Ever? 1 1 1 80 2 2 21 199
Sélection dynamique de portefeuille dans un cadre Moyenne-VaR: une approche GARCH multivariée 0 0 0 0 0 0 9 42
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 0 156 0 0 9 251
Testing for crude oil markets globalization during extreme price movements 0 0 0 91 1 1 6 318
Testing for the Systemically Important Financial Institutions: a Conditional Approach 0 0 0 86 1 2 9 150
The Americanization of European higher education and research 0 0 0 144 1 1 11 449
Une Evaluation des Procédures de Backtesting 0 1 2 180 2 3 16 493
Une évaluation des procédures de Backtesting 0 0 0 7 0 1 12 60
Total Working Papers 2 4 9 1,815 14 29 247 5,012

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 2 2 2 28 2 2 10 99
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 1 105 0 1 12 359
Commentaire sur l’article « Droits de contrôle versus droits pécuniaires, crise financière et vulnérabilité des banques européennes » 0 0 0 1 0 1 7 17
Forecasting High‐Frequency Risk Measures 0 0 0 19 0 0 10 54
Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach 0 0 0 28 0 3 15 158
Measuring network systemic risk contributions: A leave-one-out approach 0 0 1 17 1 1 41 144
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 11 1 1 12 85
Testing for Granger causality in distribution tails: An application to oil markets integration 0 0 0 34 0 1 6 155
Un test de validité de la Value at Risk 0 0 0 74 1 1 11 202
Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes » 0 0 0 2 0 0 8 35
Total Journal Articles 2 2 4 319 5 11 132 1,308

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Statistics updated 2026-10-11