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 2 5 11 234
Backtesting VaR Accuracy: A New Simple Test 0 0 0 221 0 2 10 631
Backtesting VaR Accuracy: A Simple and Powerful Test 0 0 0 17 1 2 11 64
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 1 2 26 0 6 16 134
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 2 167 1 3 23 385
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 2 21 2 4 18 105
High-Frequency Risk Measures 0 0 0 232 0 1 8 631
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 73 1 2 10 209
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 2 8 48
Minimum Variance Portfolio Optimisation under Parameter Uncertainty: A Robust Control Approach 0 0 0 112 0 2 10 268
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 101 0 3 18 322
Stocks and Bonds: Flight-to-Safety for Ever? 0 0 0 79 0 4 19 197
Sélection dynamique de portefeuille dans un cadre Moyenne-VaR: une approche GARCH multivariée 0 0 0 0 0 2 9 42
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 0 156 1 4 10 251
Testing for crude oil markets globalization during extreme price movements 0 0 0 91 0 1 8 317
Testing for the Systemically Important Financial Institutions: a Conditional Approach 0 0 0 86 0 1 7 148
The Americanization of European higher education and research 0 0 0 144 0 0 10 448
Une Evaluation des Procédures de Backtesting 0 0 1 179 1 3 16 490
Une évaluation des procédures de Backtesting 0 0 0 7 0 4 13 59
Total Working Papers 0 1 7 1,811 9 51 235 4,983

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 0 26 0 4 10 97
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 1 1 105 1 4 15 358
Commentaire sur l’article « Droits de contrôle versus droits pécuniaires, crise financière et vulnérabilité des banques européennes » 0 0 0 1 0 2 6 16
Forecasting High‐Frequency Risk Measures 0 0 0 19 0 3 11 54
Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach 0 0 0 28 0 4 15 155
Measuring network systemic risk contributions: A leave-one-out approach 0 0 1 17 2 4 46 143
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 11 2 3 12 84
Testing for Granger causality in distribution tails: An application to oil markets integration 0 0 0 34 0 2 6 154
Un test de validité de la Value at Risk 0 0 0 74 0 3 12 201
Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes » 0 0 0 2 1 3 10 35
Total Journal Articles 0 1 2 317 6 32 143 1,297

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Statistics updated 2026-07-10