//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"TOKPAVI, Sessi"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Varieties of Capitalisme and G...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Backtesting
3
Duration-Based Test
2
GMM
2
Abil
1
Accuracy
1
Asymmetric Information
1
Asymmetry in Asset
1
Backtesting Value-at-Risk
1
Forecasting
1
Intraday
1
Irregularly
1
Models
1
Powerful
1
Predictive
1
Return
1
Simple
1
Spaced
1
Sélection dynamique
1
Test
1
VaR
1
Value-at-Risk
1
Value-at-Risk (ISIVaR)
1
Volatility
1
approche GARCH
1
cadre Moyenne-VaR
1
multivariée
1
portefeuille
1
procédures
1
évaluation
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
7
Language
All
Undetermined
7
Author
All
TOKPAVI, Sessi
HURLIN, Christophe
14
Lavialle, Christophe
14
LAVIALLE, Christophe
12
RAULT, Christophe
12
LELART, Michel
10
BAZILLIER, Rémi
9
VILLIEU, Patrick
9
BELLANDO, Raphaëlle
8
MINEA, Alexandru
8
LAVIGNE, Anne
7
NENOVSKY, Nikolay
7
BAUDASSE, Thierry
6
RABAUD, Isabelle
6
VAUBOURG, Anne-Gaël
6
AROURI, Mohamed
5
BANGAKE, Chrysost
5
EGGOH, Comlanvi Jude
5
ERTUR, Cem
5
COLLETAZ, Gilbert
4
DUMITRESCU, Elena-Ivona
4
GALANTI, Sébastien
4
GALIEGUE, Xavier
4
POLLIN, Jean-Paul
4
AFONSO, António
3
BENSAFTA, Kamel Malik
3
BOUJEDRA, Faouzi
3
CALDERON, Cuauhtémoc
3
DESQUILBET, Jean-Baptiste
3
DI MARIA, Charles-Henri
3
DJIMASRA, Nodjitigje
3
DRINE, Imed
3
FOUEJIEU AZANGUE, Armand
3
FOUQUAU, Julien
3
JEDLANE, Nabil
3
LEE, Kang-Soek
3
LEGENDRE, Bérangère
3
LEVIEUGE, Grégory
3
MONTALIEU, Thierry
3
RINGUEDE, Sébastien
3
more ...
less ...
Institution
All
Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion
7
Published in...
All
Working Papers / Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion
7
Source
All
RePEc
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities
COLLETAZ, Gilbert
;
HURLIN, Christophe
;
TOKPAVI, Sessi
-
Laboratoire d'Économie d'Orléans (LEO), Faculté de …
-
2007
Persistent link: https://www.econbiz.de/10010934097
Saved in:
2
Backtesting VaR Accuracy: A Simple and Powerful Test
HURLIN, Christophe
;
TOKPAVI, Sessi
-
Laboratoire d'Économie d'Orléans (LEO), Faculté de …
-
2006
Persistent link: https://www.econbiz.de/10010934108
Saved in:
3
Sélection dynamique de portefeuille dans un cadre Moyenne-VaR : une approche GARCH multivariée
TOKPAVI, Sessi
-
Laboratoire d'Économie d'Orléans (LEO), Faculté de …
-
2008
Persistent link: https://www.econbiz.de/10010934116
Saved in:
4
Backtesting Value-at-Risk: A GMM Duration-Based Test
COLLETAZ, Gilbert
;
HURLIN, Christophe
;
TOKPAVI, Sessi
-
Laboratoire d'Économie d'Orléans (LEO), Faculté de …
-
2008
Persistent link: https://www.econbiz.de/10010934136
Saved in:
5
Une évaluation des procédures de Backtesting
HURLIN, Christophe
;
TOKPAVI, Sessi
-
Laboratoire d'Économie d'Orléans (LEO), Faculté de …
-
2007
Persistent link: https://www.econbiz.de/10010934156
Saved in:
6
Backtesting Value-at-Risk: A GMM Duration-Based Test
COLLETAZ, Gilbert
;
HURLIN, Christophe
;
TOKPAVI, Sessi
-
Laboratoire d'Économie d'Orléans (LEO), Faculté de …
-
2009
Persistent link: https://www.econbiz.de/10010934157
Saved in:
7
Asymmetric Information and Asymmetry in Asset Return Volatility
TOKPAVI, Sessi
-
Laboratoire d'Économie d'Orléans (LEO), Faculté de …
-
2008
Persistent link: https://www.econbiz.de/10010934188
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->