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Tokpavi, Sessi
41
Hurlin, Christophe
18
HURLIN, Christophe
14
Candelon, Bertrand
13
LAVIALLE, Christophe
13
RAULT, Christophe
12
LELART, Michel
10
BAZILLIER, Rémi
9
VILLIEU, Patrick
9
BELLANDO, Raphaëlle
8
MINEA, Alexandru
8
Colletaz, Gilbert
7
LAVIGNE, Anne
7
NENOVSKY, Nikolay
7
BAUDASSE, Thierry
6
RABAUD, Isabelle
6
TOKPAVI, Sessi
6
VAUBOURG, Anne-Gaël
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Vaucher, Benoit
6
AROURI, Mohamed
5
BANGAKE, Chrysost
5
Boucher, Christophe
5
EGGOH, Comlanvi Jude
5
ERTUR, Cem
5
COLLETAZ, Gilbert
4
DUMITRESCU, Elena-Ivona
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GALANTI, Sébastien
4
GALIEGUE, Xavier
4
Hué, Sullivan
4
Joëts, Marc
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Maillet, Bertrand
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POLLIN, Jean-Paul
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AFONSO, António
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BENSAFTA, Kamel Malik
3
BOUJEDRA, Faouzi
3
CALDERON, Cuauhtémoc
3
DESQUILBET, Jean-Baptiste
3
DI MARIA, Charles-Henri
3
DJIMASRA, Nodjitigje
3
DRINE, Imed
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Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion
214
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EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
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Working Papers / Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion
214
Working Papers / HAL
5
EconomiX Working Papers
4
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3
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2
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2
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2
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2
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1
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1
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1
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1
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1
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RePEc
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ECONIS (ZBW)
25
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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
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:
4
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:
5
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:
6
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:
7
Commentaire sur l'article "droits de contrôle versus droits pécuniaires, crise financière et vulnérabilité des banques européennes"
Tokpavi, Sessi
- In:
Revue économique : revue bimestrielle
66
(
2015
)
3
,
pp. 537-539
Persistent link: https://www.econbiz.de/10011472966
Saved in:
8
Une évaluation des procédures de Backtesting : "tout va pour le mieux dans le meilleur des mondes"
Hurlin, Christophe
;
Tokpavi, Sessi
- In:
Finance : revue de l'Association Française de Finance
29
(
2008
)
1
,
pp. 53-80
Persistent link: https://www.econbiz.de/10003730239
Saved in:
9
Un test de validité de la Value at Risk
Hurlin, Christophe
;
Tokpavi, Sessi
- In:
Revue économique : revue bimestrielle
58
(
2007
)
3
,
pp. 599-608
Persistent link: https://www.econbiz.de/10003459676
Saved in:
10
Backtesting value-at-risk : a GMM duration-based test
Candelon, Bertrand
;
Colletaz, Gilbert
;
Hurlin, Christophe
; …
-
2009
Persistent link: https://www.econbiz.de/10003938576
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