S. Tokpavi: search on Z-Library

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1

Sampling error and double shrinkage estimation of minimum variance portfolios

B. Candelon, C. Hurlin, S. Tokpavi

Journal:

Journal of Empirical Finance

Year:

2012

Language:

english

File:

PDF, 442 KB

english, 2012

2

Forecasting High-Frequency Risk Measures

Banulescu, Denisa, Colletaz, Gilbert, Hurlin, Christophe, Tokpavi, Sessi

Journal:

Journal of Forecasting

Year:

2016

Language:

english

File:

PDF, 3.55 MB

english, 2016

3

Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach

Maillet, Bertrand, Tokpavi, Sessi, Vaucher, Benoit

Journal:

European Journal of Operational Research

Year:

2015

Language:

english

File:

PDF, 1.13 MB

english, 2015

4

Un test de validité de la Value at Risk

Hurlin, Christophe, Tokpavi, Sessi

Journal:

Revue économique

Year:

2007

Language:

french

File:

PDF, 566 KB

french, 2007

5

Very slow flow of Bingham viscoplastic fluid around a circular cylinder

Dodji Léagnon Tokpavi, Albert Magnin, Pascal Jay

Journal:

Journal of Non-Newtonian Fluid Mechanics

Year:

2008

Language:

english

File:

PDF, 1.81 MB

english, 2008

6

Interaction between two circular cylinders in slow flow of Bingham viscoplastic fluid

Dodji Léagnon Tokpavi, Pascal Jay, Albert Magnin

Journal:

Journal of Non-Newtonian Fluid Mechanics

Year:

2009

Language:

english

File:

PDF, 1.64 MB

english, 2009

7

Experimental study of the very slow flow of a yield stress fluid around a circular cylinder

Dodji Léagnon Tokpavi, Pascal Jay, Albert Magnin, Laurent Jossic

Journal:

Journal of Non-Newtonian Fluid Mechanics

Year:

2009

Language:

english

File:

PDF, 2.10 MB

english, 2009

8

Backtesting Value-at-Risk: A GMM Duration-Based Test

Candelon, B., Colletaz, G., Hurlin, C., Tokpavi, S.

Journal:

Journal of Financial Econometrics

Year:

2011

Language:

english

File:

PDF, 309 KB

english, 2011

9

Testing for Granger causality in distribution tails: An application to oil markets integration

Candelon, Bertrand, Joëts, Marc, Tokpavi, Sessi

Journal:

Economic Modelling

Year:

2013

Language:

english

File:

PDF, 419 KB

english, 2013

10

A Non-parametric Test for Granger Causality in Distribution with Application to Financial Contagion

Candelon, Bertrand, Tokpavi, Sessi

Journal:

Journal of Business and Economic Statistics

Year:

2015

Language:

english

File:

PDF, 496 KB

english, 2015

11

Développements récents de l'analyse économique: LVe congrès annuel de l'Association française de science économique 2006 || Un test de validité de la Value at Risk

Christophe Hurlin and Sessi Tokpavi

Journal:

Revue économique

Year:

2007

File:

PDF, 1.02 MB

2007

12

Conditional Value-at-Risk: An Alternative Measure for Low-Risk Strategies?

Tokpavi, Sessi, Vaucher, Benoit

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 458 KB

english, 2012

13

Measuring network systemic risk contributions: A leave-one-out approach

Hué, Sullivan, Lucotte, Yannick, Tokpavi, Sessi

Journal:

Journal of Economic Dynamics and Control

Year:

2019

Language:

english

File:

PDF, 3.28 MB

english, 2019

14

Stocks and Bonds: Flight-to-Safety for Ever?

Boucher, Christophe, Tokpavi, Sessi

Journal:

Journal of International Money and Finance

Year:

2019

Language:

english

File:

PDF, 966 KB

english, 2019