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Sessi Tokpavi

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This is information that was supplied by Sessi Tokpavi in registering through RePEc. If you are Sessi Tokpavi , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Sessi
Middle Name:
Last Name: Tokpavi
Suffix:

RePEc Short-ID: pto340

Email:
Homepage: http://economix.fr/fr/membres/?id=1029
Postal Address:
Phone:

Affiliation

EconomiX
Université Paris Ouest-Nanterre la Défense (Paris X)
Location: Nanterre, France
Homepage: http://economix.fr/
Email:
Phone:
Fax:
Postal: 200 Avenue de la République, Bât. G - 92001 Nanterre Cedex
Handle: RePEc:edi:modemfr (more details at EDIRC)

Works

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Working papers

  1. Bertrand Caudelon & Sessi Tokpavi, 2014. "A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion," EconomiX Working Papers 2014-18, University of Paris West - Nanterre la Défense, EconomiX.
  2. Bertrand Maillet & Sessi Tokpavi & Benoit Vaucher, 2013. "Minimum Variance Portfolio Optimisation under Parameter Uncertainty: A Robust Control Approach," EconomiX Working Papers 2013-28, University of Paris West - Nanterre la Défense, EconomiX.
  3. Denisa Georgiana Banulescu & Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2013. "High-Frequency Risk Measures," Working Papers halshs-00859456, HAL.
  4. Sessi Tokpavi, 2013. "Testing for the Systemically Important Financial Institutions: a Conditional Approach," EconomiX Working Papers 2013-27, University of Paris West - Nanterre la Défense, EconomiX.
  5. Bertrand Candelon & Marc Joëts & Sessi Tokpavi, 2012. "Testing for crude oil markets globalization during extreme price movements," EconomiX Working Papers 2012-28, University of Paris West - Nanterre la Défense, EconomiX.
  6. Candelon Bertrand & Hurlin Christophe & Tokpavi Sessi, 2011. "Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios," Research Memorandum 002, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  7. Candelon Bertrand & Colletaz Gilberg & Hurlin Christophe & Tokpavi Sessi, 2009. "Backtesting Value-at-Risk: A GMM Duration-based Test," Research Memorandum 051, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  8. Christophe Hurlin & Sessi Tokpavi, 2007. "Une Evaluation des Procédures de Backtesting," Working Papers halshs-00159846, HAL.
  9. Christophe Hurlin & Gilbert Colletaz & Sessi Tokpavi, 2007. "Irregularly Spaced Intraday Value at Risk (ISIVaR) Models : Forecasting and Predictive Abilities," Working Papers halshs-00162440, HAL.
  10. Christophe Hurlin & Sessi Tokpavi, 2006. "Backtesting VaR Accuracy: A New Simple Test," Working Papers halshs-00068384, HAL.
    RePEc:dgr:umamet:2011002 is not listed on IDEAS
    RePEc:dgr:umamet:2009051 is not listed on IDEAS

Articles

  1. Candelon, Bertrand & Joëts, Marc & Tokpavi, Sessi, 2013. "Testing for Granger causality in distribution tails: An application to oil markets integration," Economic Modelling, Elsevier, vol. 31(C), pages 276-285.
  2. Bertrand Candelon & Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2011. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 9(2), pages 314-343, Spring.
  3. Christophe Hurlin & Sessi Tokpavi, 2007. "Un test de validité de la Value at Risk," Revue économique, Presses de Sciences-Po, vol. 58(3), pages 599-608.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ARA: MENA - Middle East & North Africa (1) 2012-06-25
  2. NEP-BAN: Banking (1) 2013-10-02
  3. NEP-CBA: Central Banking (1) 2013-10-02
  4. NEP-ECM: Econometrics (4) 2008-10-21 2011-02-05 2013-10-02 2014-04-18. Author is listed
  5. NEP-ENE: Energy Economics (1) 2012-06-25
  6. NEP-FOR: Forecasting (1) 2013-10-02
  7. NEP-RMG: Risk Management (3) 2008-10-21 2013-10-02 2013-10-02. Author is listed

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