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 1 96 0 1 9 211
Backtesting VaR Accuracy: A New Simple Test 1 1 2 215 1 2 11 606
Backtesting VaR Accuracy: A Simple and Powerful Test 0 0 0 15 0 0 3 46
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 1 18 0 0 5 76
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 5 156 0 1 8 337
Backtesting Value-at-Risk: A GMM Duration-Based Test 1 1 2 22 1 1 5 98
High-Frequency Risk Measures 0 1 4 231 0 1 22 613
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 73 1 2 7 194
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 0 3 35
Minimum Variance Portfolio Optimisation under Parameter Uncertainty: A Robust Control Approach 1 1 3 110 1 1 5 251
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 101 0 0 10 301
Stocks and Bonds: Flight-to-Safety for Ever? 0 0 2 76 0 0 17 163
Sélection dynamique de portefeuille dans un cadre Moyenne-VaR: une approche GARCH multivariée 0 0 0 0 0 0 1 32
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 4 151 0 1 15 229
Testing for crude oil markets globalization during extreme price movements 0 0 1 88 0 0 4 305
Testing for the Systemically Important Financial Institutions: a Conditional Approach 0 0 0 85 0 0 1 137
The Americanization of European higher education and research 0 0 0 144 0 0 1 434
Une Evaluation des Procédures de Backtesting 1 2 3 167 1 3 6 441
Une évaluation des procédures de Backtesting 0 0 0 4 0 0 2 38
Total Working Papers 4 6 28 1,752 5 13 135 4,547


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 1 3 5 11 2 5 13 42
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 7 93 1 4 26 308
Commentaire sur lâarticle « 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 17 0 1 1 38
Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach 0 0 1 26 0 0 6 118
Measuring network systemic risk contributions: A leave-one-out approach 0 0 1 9 2 3 19 72
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 1 10 0 0 7 62
Testing for Granger causality in distribution tails: An application to oil markets integration 0 0 1 32 1 1 9 138
Un test de validité de la Value at Risk 0 0 0 70 0 0 5 180
Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes » 0 0 0 2 0 0 2 24
Total Journal Articles 1 3 16 271 6 14 88 992


Statistics updated 2022-05-04