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Sessi Tokpavi

Observed names: Hurlin Sessi Tokpavi, S. Tokpavi, Tokpavi, Sessi, sessi tokpavi
ORCID: 0000-0002-9187-8083
Observed ORCID: 0000-0002-9187-8083
OpenAlex ID: A5077355656
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects
2021 · Elena Dumitrescu, Sullivan Hué, et al. · European Journal of Operational Research · 430
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A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion
· Bertrand Caudelon, Sessi Tokpavi · RePEc: Research Papers in Economics · 118
Backtesting Value-at-Risk: A GMM Duration-Based Test
2010 · B. Candelon, G. Colletaz, et al. · Journal of Financial Econometrics · 107
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Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach
2015 · Bertrand Maillet, Sessi Tokpavi, et al. · European Journal of Operational Research · 61
Measuring network systemic risk contributions: A leave-one-out approach
2018 · Sullivan Hué, Yannick Lucotte, et al. · Journal of Economic Dynamics and Control · 53
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Backtesting value-at-risk accuracy: a simple new test
2007 · Christophe Hurlin, Sessi Tokpavi · The Journal of Risk · 48
Testing for Granger causality in distribution tails: An application to oil markets integration
2012 · Bertrand Candelon, Marc Joëts, et al. · Economic Modelling · 42
Stocks and bonds: Flight-to-safety for ever?
2019 · Christophe Boucher, Sessi Tokpavi · Journal of International Money and Finance · 33
Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds
2020 · Elena-Ivona Dumitrescu, Sullivan Hué, et al. · SSRN Electronic Journal · 28
Backtesting Value-at-Risk: A GMM Duration-Based Test
2008 · Gilbert Colletaz, Christophe Hurlin, et al. · RePEc: Research Papers in Economics · 19
Sampling error and double shrinkage estimation of minimum variance portfolios
2012 · B. Candelon, C. Hurlin, et al. · Journal of Empirical Finance · 12
A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion
2015 · Bertrand Candelon, Sessi Tokpavi · Journal of Business and Economic Statistics · 11
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Une évaluation des procédures de Backtesting
2008 · Christophe Hurlin, Sessi Tokpavi · Finance · 11
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Backtesting VaR Accuracy: A New Simple Test
2006 · Christophe Hurlin, Sessi Tokpavi · RePEc: Research Papers in Economics · 6
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models Forecasting and Predictive Abilities
2007 · Gilbert Colletaz, Christophe Hurlin, et al. · RePEc: Research Papers in Economics · 5
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes
2007 · Christophe Hurlin, Sessi Tokpavi · RePEc: Research Papers in Economics · 5
Un test de validité de la Value at Risk
2007 · Christophe Hurlin, Sessi Tokpavi · Revue économique · 5
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Measuring Network Systemic Risk Contributions: A Leave-One-Out Approach
2018 · Sullivan Hué, Yannick Lucotte, et al. · SSRN Electronic Journal · 4
Forecasting High‐Frequency Risk Measures
2015 · Denisa Banulescu, Gilbert Colletaz, et al. · Journal of Forecasting · 4
Testing for crude oil markets globalization during extreme price movements
2012 · Candelon, Bertrand, Joëts, Marc, et al. · RePEc: Research Papers in Economics · 4
Smart Alpha: active management with unstable and latent factors
2021 · C. Boucher, A. Jasinski, et al. · Quantitative Finance · 3
Quand l’union fait la force : un indice de risque systémique
2017 · Patrick Kouontchou, Bertrand Maillet, et al. · Revue économique · 3
Are ESG ratings informative to forecast idiosyncratic risk?
2023 · Christophe Boucher, Wassim Le Lann, et al. · SSRN Electronic Journal · 2
Backtesting ESG Ratings
2021 · C. Boucher, Wassim Le Lann, et al. · RePEc: Research Papers in Economics · 2
Conditional Mean Reversion of Financial Ratios and the Predictability of Returns
2021 · C. Boucher, A. Jasinski, et al. · Journal of International Money and Finance · 2
Works count: 61
Citation count: 1,022
H-index: 11
I10-index: 13
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