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~person:"Tokpavi, Sessi"
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Search: person:"Bertrand, Candelon"
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Tokpavi, Sessi
Candelon, Bertrand
57
Hurlin, Christophe
7
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A nonparametric test for granger causality in distribution with application to financial contagion
Candelon, Bertrand
;
Tokpavi, Sessi
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 240-253
Persistent link: https://www.econbiz.de/10011691324
Saved in:
2
Testing for Granger causality in distribution tails : an application to oil markets integration
Candelon, Bertrand
;
Joëts, Marc
;
Tokpavi, Sessi
- In:
Economic modelling
31
(
2013
),
pp. 276-285
Persistent link: https://www.econbiz.de/10009729103
Saved in:
3
Backtesting value-at-risk : a GMM duration-based test
Candelon, Bertrand
;
Colletaz, Gilbert
;
Hurlin, Christophe
; …
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
2
,
pp. 314-343
Persistent link: https://www.econbiz.de/10009125123
Saved in:
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