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 7 229
Backtesting VaR Accuracy: A New Simple Test 0 0 0 221 0 7 9 629
Backtesting VaR Accuracy: A Simple and Powerful Test 0 0 0 17 0 2 9 62
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 1 2 21 1 6 12 99
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 1 25 0 3 10 128
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 2 167 0 13 20 381
High-Frequency Risk Measures 0 0 0 232 1 5 10 630
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 73 2 4 5 204
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 1 3 6 45
Minimum Variance Portfolio Optimisation under Parameter Uncertainty: A Robust Control Approach 0 0 0 112 0 4 10 266
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 101 3 11 14 318
Stocks and Bonds: Flight-to-Safety for Ever? 0 0 0 79 1 9 10 188
Sélection dynamique de portefeuille dans un cadre Moyenne-VaR: une approche GARCH multivariée 0 0 0 0 0 6 7 40
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 1 156 2 5 8 247
Testing for crude oil markets globalization during extreme price movements 0 0 0 91 1 4 7 316
Testing for the Systemically Important Financial Institutions: a Conditional Approach 0 0 0 86 0 3 8 147
The Americanization of European higher education and research 0 0 0 144 2 6 10 448
Une Evaluation des Procédures de Backtesting 0 0 1 179 0 4 14 486
Une évaluation des procédures de Backtesting 0 0 0 7 1 6 9 55
Total Working Papers 0 1 7 1,810 16 104 185 4,918

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 26 0 2 11 93
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 104 2 4 11 353
Commentaire sur l’article « Droits de contrôle versus droits pécuniaires, crise financière et vulnérabilité des banques européennes » 0 0 0 1 0 3 3 13
Forecasting High‐Frequency Risk Measures 0 0 0 19 0 4 7 50
Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach 0 0 0 28 0 5 12 150
Measuring network systemic risk contributions: A leave-one-out approach 0 1 1 17 9 27 41 137
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 11 0 7 11 80
Testing for Granger causality in distribution tails: An application to oil markets integration 0 0 0 34 0 2 5 151
Un test de validité de la Value at Risk 0 0 1 74 0 4 9 197
Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes » 0 0 0 2 0 4 6 31
Total Journal Articles 0 1 3 316 11 62 116 1,255

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04