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Sessi Tokpavi

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Personal Details

First Name:Sessi
Middle Name:
Last Name:Tokpavi
RePEc Short-ID:pto340
Postal Address:
Location: Nanterre, France
Postal: 200 Avenue de la République, Bât. G - 92001 Nanterre Cedex
Handle: RePEc:edi:modemfr (more details at EDIRC)
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  1. Maillet, Bertrand & Tokpavi, Sessi & Vaucher, Benoit, 2015. "Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach," Economics Papers from University Paris Dauphine 123456789/14735, Paris Dauphine University.
  2. 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.
  3. 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.
  4. 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.
  5. Denisa Georgiana Banulescu & Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2013. "High-Frequency Risk Measures," Working Papers halshs-00859456, HAL.
  6. 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.
  7. 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).
  8. 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).
  9. Sessi TOKPAVI, 2008. "Asymmetric Information and Asymmetry in Asset Return Volatility," Working Papers 254, Orleans Economic Laboratorys, University of Orleans.
  10. Sessi TOKPAVI, 2008. "Sélection dynamique de portefeuille dans un cadre Moyenne-VaR : une approche GARCH multivariée," Working Papers 1463, Orleans Economic Laboratorys, University of Orleans.
  11. Christophe Hurlin & Gilbert Colletaz & Sessi Tokpavi, 2007. "Irregularly Spaced Intraday Value at Risk (ISIVaR) Models : Forecasting and Predictive Abilities," Working Papers halshs-00162440, HAL.
  12. Christophe Hurlin & Sessi Tokpavi, 2007. "Une Evaluation des Procédures de Backtesting," Working Papers halshs-00159846, HAL.
  13. Christophe HURLIN & Sessi TOKPAVI, 2006. "Backtesting VaR Accuracy: A Simple and Powerful Test," Working Papers 268, Orleans Economic Laboratorys, University of Orleans.
  14. Christophe Hurlin & Sessi Tokpavi, 2006. "Backtesting VaR Accuracy: A New Simple Test," Working Papers halshs-00068384, HAL.
  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. Candelon, B. & Hurlin, C. & Tokpavi, S., 2012. "Sampling error and double shrinkage estimation of minimum variance portfolios," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 511-527.
  3. 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.
  4. 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.
5 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 (3) 2013-10-02 2014-03-30 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 (2) 2013-10-02 2013-10-02. Author is listed

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