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Sessi Tokpavi

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
http://economix.fr/fr/membres/?id=1029
Nanterre, France
http://economix.fr/

:

200 Avenue de la République, Bât. G - 92001 Nanterre Cedex
RePEc:edi:modemfr (more details at EDIRC)
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  1. Christophe Boucher & Gilles de Truchis & Elena Dumitrescu & Sessi Tokpavi, 2017. "Testing for Extreme Volatility Transmission with Realized Volatility Measures," EconomiX Working Papers 2017-20, University of Paris West - Nanterre la Defense, EconomiX.
  2. Bertrand Maillet & Sessi Tokpavi & Benoit Vaucher, 2015. "Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach," Post-Print hal-01243408, HAL.
  3. 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 Defense, EconomiX.
  4. Catherine Kyrtsou & Valérie Mignon & Sessi Tokpavi, 2014. "Comovement and Contagion in Financial Markets," Post-Print hal-01411480, HAL.
  5. Sessi Tokpavi, 2013. "Testing for the Systemically Important Financial Institutions: a Conditional Approach," EconomiX Working Papers 2013-27, University of Paris West - Nanterre la Defense, EconomiX.
  6. Denisa Georgiana Banulescu & Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2013. "High-Frequency Risk Measures," Working Papers halshs-00859456, HAL.
  7. 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 Defense, EconomiX.
  8. 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 Defense, EconomiX.
  9. 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).
  10. Candelon, B. & Colletaz, G. & Hurlin, C. & Tokpavi, S., 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).
  11. Sessi TOKPAVI, 2008. "Sélection dynamique de portefeuille dans un cadre Moyenne-VaR : une approche GARCH multivariée," LEO Working Papers / DR LEO 1463, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  12. Christophe Hurlin & Sessi Tokpavi, 2007. "Une Evaluation des Procédures de Backtesting," Working Papers halshs-00159846, HAL.
  13. Christophe Hurlin & Sessi Tokpavi, 2007. "Backtesting Value-at-Risk Accuracy: A New Simple Test," Post-Print halshs-00357066, HAL.
  14. Christophe Hurlin & Sessi Tokpavi, 2007. "Un test de Validité de la Value-at-risk," Post-Print halshs-00272963, HAL.
  15. Christophe Hurlin & Sessi Tokpavi, 2007. "Une évaluation des procédures de Backtesting : Tout va pour le mieux dans le meilleur des mondes," Post-Print halshs-00357002, HAL.
  16. Christophe Hurlin & Gilbert Colletaz & Sessi Tokpavi, 2007. "Irregularly Spaced Intraday Value at Risk (ISIVaR) Models : Forecasting and Predictive Abilities," Working Papers halshs-00162440, HAL.
  17. Christophe Hurlin & Sessi Tokpavi, 2006. "Backtesting VaR Accuracy: A New Simple Test," Working Papers halshs-00068384, HAL.
  18. Christophe HURLIN & Sessi TOKPAVI, 2006. "Backtesting VaR Accuracy: A Simple and Powerful Test," LEO Working Papers / DR LEO 268, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  1. Denisa Banulescu & Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2016. "Forecasting High‐Frequency Risk Measures," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(3), pages 224-249, 04.
  2. Maillet, Bertrand & Tokpavi, Sessi & Vaucher, Benoit, 2015. "Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach," European Journal of Operational Research, Elsevier, vol. 244(1), pages 289-299.
  3. Sessi Tokpavi, 2015. "Commentaire sur l’article « Droits de contrôle versus droits pécuniaires, crise financière et vulnérabilité des banques européennes »," Revue économique, Presses de Sciences-Po, vol. 66(3), pages 537-539.
  4. 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.
  5. 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.
  6. 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.
  7. Christophe Hurlin & Sessi Tokpavi, 2008. "Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes »," Finance, Presses universitaires de Grenoble, vol. 29(1), pages 53-80.
  8. 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 is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (6) 2008-10-21 2011-02-05 2013-10-02 2014-03-30 2014-04-18 2017-04-23. Author is listed
  2. NEP-RMG: Risk Management (3) 2008-10-21 2013-10-02 2013-10-02. Author is listed
  3. NEP-ARA: MENA - Middle East & North Africa (1) 2012-06-25
  4. NEP-BAN: Banking (1) 2013-10-02
  5. NEP-CBA: Central Banking (1) 2013-10-02
  6. NEP-ENE: Energy Economics (1) 2012-06-25
  7. NEP-ETS: Econometric Time Series (1) 2017-04-23
  8. NEP-FOR: Forecasting (1) 2013-10-02
  9. NEP-ORE: Operations Research (1) 2017-04-23

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