Sessi Tokpavi - Concepedia

Author

Sessi Tokpavi

Centre National de la Recherche Scientifique ORCID

Also Known As

Christophe Hurlin, S. Tokpavi, Sessi Tokpavi, Tokpavi, Sessi, sessi tokpavi

Publications

855

Citations

H-Index

Concepts

All Affiliations

Centre National de la Recherche Scientifique EconomiX Université d'Orléans IPAG Business School Université Paris Cité

About

Sessi Tokpavi is an author at Centre National de la Recherche Scientifique specializing in finance, statistics, and engineering.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	5	5	575
2	Business	4	4	228
3	Management	2	2	59
4	Economics	1	1	43
5	Epidemiology	1	1	48

Sessi Tokpavi

Publications

791

Citations

H-Index

Page 1

	Year	Citations
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects Elena Dumitrescu, Sullivan Hué, Christophe Hurlin, European Journal of Operational Research EngineeringMachine LearningData MiningImproving Logistic RegressionDecision Tree	2021	361
A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion Bertrand Candelon, Sessi Tokpavi RePEc: Research Papers in Economics	N/A	113
Backtesting Value-at-Risk: A GMM Duration-Based Test Bertrand Candelon, Gilbert Colletaz, Christophe Hurlin, Journal of Financial Econometrics EngineeringRisk AnalysisTime Series EconometricsEconomic ForecastingGeometric Distribution	2010	104
Measuring network systemic risk contributions: A leave-one-out approach Sullivan Hué, Yannick Lucotte, Sessi Tokpavi Journal of Economic Dynamics and Control Network ScienceEngineeringFinancial NetworkRisk ManagementBusiness	2018	51
Backtesting value-at-risk accuracy: a simple new test Christophe Hurlin, Sessi Tokpavi The Journal of Risk EngineeringRisk Model ValidationSafety ScienceRisk MetricMultivariate Dimension	2007	48
Testing for Granger causality in distribution tails: An application to oil markets integration Bertrand Candelon, Marc Joëts, Sessi Tokpavi Economic Modelling Volatility ModelingEconomicsDistribution TailsAsset PricingGranger Causality	2012	43
Stocks and bonds: Flight-to-safety for ever? C. Boucher, Sessi Tokpavi Journal of International Money and Finance Financial EconomicsFinancial Risk ManagementBusinessBond MarketFinance	2019	30
Backtesting Value-at-Risk: A GMM Duration-Based Test Gilbert Colletaz, Christophe Hurlin, Sessi Tokpavi RePEc: Research Papers in Economics	2008	19
Sampling error and double shrinkage estimation of minimum variance portfolios Bertrand Candelon, Christophe Hurlin, Sessi Tokpavi Journal of Empirical Finance Portfolio OptimizationEngineeringUncertainty QuantificationEstimation StatisticPortfolio Allocation	2012	11
A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion Bertrand Candelon, Sessi Tokpavi Journal of Business and Economic Statistics	2015	11

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