المؤلفون: Boucher, Christophe, Le Lann, Wassim, Matton, Stéphane, Tokpavi, Sessi

المساهمون: Université d'Orléans (UO), Laboratoire d'Économie d'Orleans 2022-. (LEO), Université d'Orléans (UO)-Université de Tours (UT)-Université Clermont Auvergne (UCA)

المصدر: https://hal.science/hal-04140193 ; 2024.

مصطلحات موضوعية: Backtesting, ESG ratings, Idiosyncratic realised volatility, Test of equal predictive power, Panel data, Consensus ESG ratings, [QFIN]Quantitative Finance [q-fin], [SHS]Humanities and Social Sciences, [STAT]Statistics [stat]

Relation: hal-04140193; https://hal.science/hal-04140193; https://hal.science/hal-04140193v3/document; https://hal.science/hal-04140193v3/file/ESG_Backtesting_Rev2_cleaned.pdf

الاتاحة: https://hal.science/hal-04140193
https://hal.science/hal-04140193v3/document
https://hal.science/hal-04140193v3/file/ESG_Backtesting_Rev2_cleaned.pdf

المؤلفون: Boucher, Christophe, Le Lann, Wassim, Matton, Stéphane, Tokpavi, Sessi

المساهمون: Université d'Orléans (UO), Laboratoire d'Économie d'Orleans 2022-. (LEO), Université d'Orléans (UO)-Université de Tours (UT)-Université Clermont Auvergne (UCA)

المصدر: https://hal.science/hal-04140193 ; 2023.

مصطلحات موضوعية: Backtesting, ESG ratings, Idiosyncratic realised volatility, Test of equal predictive power, Panel data, Consensus ESG ratings, [QFIN]Quantitative Finance [q-fin], [SHS]Humanities and Social Sciences, [STAT]Statistics [stat]

Relation: hal-04140193; https://hal.science/hal-04140193; https://hal.science/hal-04140193v2/document; https://hal.science/hal-04140193v2/file/ESG_Backtesting_03112023.pdf

الاتاحة: https://hal.science/hal-04140193
https://hal.science/hal-04140193v2/document
https://hal.science/hal-04140193v2/file/ESG_Backtesting_03112023.pdf

المؤلفون: Dumitrescu, Elena Ivona, Hué, Sullivan, Hurlin, Christophe, Tokpavi, Sessi

المساهمون: EconomiX (EconomiX), Université Paris Nanterre (UPN)-Centre National de la Recherche Scientifique (CNRS), Laboratoire d'Économie d'Orleans (LEO), Université d'Orléans (UO)-Université de Tours (UT), ANR-16-CE26-0015,MultiRisk,Méthodes Econométriques pour la Modélisation des Risques Multiples(2016), ANR-19-CE26-0002,CaLiBank,L'industrie bancaire de l'après crise : comment les banques vont-elles réagir aux contraintes réglementaires plus strictes ?(2019)

المصدر: ISSN: 0377-2217.

مصطلحات موضوعية: Risk management, Credit scoring, Machine learning, Interpretability, Econometrics, [SHS.ECO]Humanities and Social Sciences/Economics and Finance

Relation: hal-03331114; https://hal.science/hal-03331114; https://hal.science/hal-03331114/document; https://hal.science/hal-03331114/file/Machine%20learning%20for%20credit%20scoring.pdf

الاتاحة: https://hal.science/hal-03331114
https://hal.science/hal-03331114/document
https://hal.science/hal-03331114/file/Machine%20learning%20for%20credit%20scoring.pdf
https://doi.org/10.1016/j.ejor.2021.06.053

المؤلفون: Kouontchou, Patrick, Maillet, Bertrand, Modesto, Alejandro, Tokpavi, Sessi

المصدر: Revue économique. 2017, 68(HS1), p. 87-106.

الاتاحة: https://www.cairn-int.info/article-E_RECO_HS02_0087--when-unity-makes-strenght-a-systemic.htm

المؤلفون: Kouontchou, Patrick, Maillet, Bertrand, Modesto, Alejandro, Tokpavi, Sessi

المصدر: Revue économique, 2017 Sep 01. 68, 87-106.

URL الوصول: https://www.jstor.org/stable/90016161

المؤلفون: Dumitrescu, Elena, Hué, Sullivan, Hurlin, Christophe, Tokpavi, Sessi

المساهمون: EconomiX (EconomiX), Université Paris Nanterre (UPN)-Centre National de la Recherche Scientifique (CNRS), Laboratoire d'Économie d'Orleans (LEO), Université d'Orléans (UO)-Université de Tours (UT)

المصدر: https://hal.science/hal-02507499 ; 2021.

مصطلحات موضوعية: Credit scoring, Machine Learning, Risk management, Interpretability, Econometrics, Econo- metrics, [SHS]Humanities and Social Sciences, [SHS.ECO]Humanities and Social Sciences/Economics and Finance

Relation: hal-02507499; https://hal.science/hal-02507499; https://hal.science/hal-02507499v3/document; https://hal.science/hal-02507499v3/file/Penalized_Logit_Tree_Regression_PostAJE_07012021.pdf

الاتاحة: https://hal.science/hal-02507499
https://hal.science/hal-02507499v3/document
https://hal.science/hal-02507499v3/file/Penalized_Logit_Tree_Regression_PostAJE_07012021.pdf

المؤلفون: Candelon, Bertrand, Tokpavi, Sessi

المصدر: Journal of Business & Economic Statistics, 2016 Apr 01. 34(2), 240-253.

URL الوصول: http://www.jstor.org/stable/44166577

المؤلفون: Tokpavi, Sessi

المصدر: Revue économique, 2015 May 01. 66(3), 537-539.

URL الوصول: https://www.jstor.org/stable/43587572

المؤلفون: Hué, Sullivan, Lucotte, Yannick, Tokpavi, Sessi

المساهمون: Laboratoire d'Économie d'Orleans FRE2014 (LEO), Université d'Orléans (UO)-Université de Tours (UT)-Centre National de la Recherche Scientifique (CNRS), Paris School of Business (PSB), HESAM Université - Communauté d'universités et d'établissements Hautes écoles Sorbonne Arts et métiers université (HESAM), ANR-16-CE26-0015,MultiRisk,Méthodes Econométriques pour la Modélisation des Risques Multiples(2016)

المصدر: ISSN: 0165-1889 ; Journal of Economic Dynamics and Control ; https://hal.science/hal-03486008 ; Journal of Economic Dynamics and Control, 2019, 100, pp.86 - 114. ⟨10.1016/j.jedc.2018.12.001⟩.

مصطلحات موضوعية: [SHS]Humanities and Social Sciences

Relation: hal-03486008; https://hal.science/hal-03486008; https://hal.science/hal-03486008/document; https://hal.science/hal-03486008/file/S0165188918302100.pdf; PII: S0165-1889(18)30210-0

الاتاحة: https://hal.science/hal-03486008
https://hal.science/hal-03486008/document
https://hal.science/hal-03486008/file/S0165188918302100.pdf
https://doi.org/10.1016/j.jedc.2018.12.001

المؤلفون: Boucher, Christophe, Tokpavi, Sessi

المساهمون: EconomiX (EconomiX), Université Paris Nanterre (UPN)-Centre National de la Recherche Scientifique (CNRS)

المصدر: ISSN: 0261-5606 ; Journal of International Money and Finance ; https://hal.science/hal-02067096 ; Journal of International Money and Finance, 2019.

مصطلحات موضوعية: [No keyword available], [SHS.ECO]Humanities and Social Sciences/Economics and Finance

Relation: hal-02067096; https://hal.science/hal-02067096; https://hal.science/hal-02067096/document; https://hal.science/hal-02067096/file/S0261560618305722.pdf

الاتاحة: https://hal.science/hal-02067096
https://hal.science/hal-02067096/document
https://hal.science/hal-02067096/file/S0261560618305722.pdf

المؤلفون: Dumitrescu, Elena, Hué, Sullivan, Hurlin, Christophe, Tokpavi, Sessi

المساهمون: University of Orleans, LEO, Laboratoire d'économie d'Orleans (LEO), Université d'Orléans (UO)-Centre National de la Recherche Scientifique (CNRS)

المصدر: https://hal.archives-ouvertes.fr/hal-02507499 ; 2020.

مصطلحات موضوعية: Credit scoring, Machine Learning, Risk management, Interpretability, Econometrics, Econo- metrics, [SHS]Humanities and Social Sciences, [SHS.ECO]Humanities and Social Sciences/Economics and Finance

Relation: hal-02507499; https://hal.archives-ouvertes.fr/hal-02507499; https://hal.archives-ouvertes.fr/hal-02507499v2/document; https://hal.archives-ouvertes.fr/hal-02507499v2/file/Penalized_Logit_Tree_Regression.pdf

الاتاحة: https://hal.archives-ouvertes.fr/hal-02507499
https://hal.archives-ouvertes.fr/hal-02507499v2/document
https://hal.archives-ouvertes.fr/hal-02507499v2/file/Penalized_Logit_Tree_Regression.pdf

المؤلفون: Tokpavi, Sessi

المصدر: Revue économique. 2015, 66(3), p. 537-539.

الاتاحة: https://www.cairn-int.info/article-E_RECO_663_0537--commentary-on-the-paper-excess-control.htm

المؤلفون: Boucher, Christophe, Tokpavi, Sessi

المساهمون: EconomiX (EconomiX), Université Paris Nanterre (UPN)-Centre National de la Recherche Scientifique (CNRS)

المصدر: https://hal.science/hal-04141705 ; 2018.

مصطلحات موضوعية: Bonds stocks relationship, Flight-to-Safety, Low-yield environment, Bond alternatives, Currencies, Gold, [SHS.ECO]Humanities and Social Sciences/Economics and Finance

Relation: hal-04141705; https://hal.science/hal-04141705; https://hal.science/hal-04141705/document; https://hal.science/hal-04141705/file/WP_EcoX_2018-39.pdf

الاتاحة: https://hal.science/hal-04141705
https://hal.science/hal-04141705/document
https://hal.science/hal-04141705/file/WP_EcoX_2018-39.pdf

المؤلفون: Hurlin, Christophe, Tokpavi, Sessi

المصدر: Revue économique, 2007 May 01. 58(3), 599-608.

URL الوصول: https://www.jstor.org/stable/25483865

المؤلفون: Boucher, Christophe, Tokpavi, Sessi, Jasinski, A., Kouontchou, P., Avril, Pauline, Ridier, Aude, Samson, Élisabeth

المساهمون: Laboratoire d'Économie d'Orleans (LEO), Université d'Orléans (UO)-Université de Tours (UT)

المصدر: Economie Rurale
Economie Rurale, Société Française d'Économie Rurale, 2021, 21 (377), pp.893-909. ⟨10.4000/economierurale.9185⟩

مصطلحات موضوعية: Political science, [SHS.ECO]Humanities and Social Sciences/Economics and Finance, Humanities, ComputingMilieux_MISCELLANEOUS

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f302d2808160d11794e05b039a19b109
https://doi.org/10.4000/economierurale.9185

المؤلفون: Boucher, Christophe, de Truchis, Gilles, Dumitrescu, Elena Ivona, Tokpavi, Sessi

المساهمون: EconomiX (EconomiX), Université Paris Nanterre (UPN)-Centre National de la Recherche Scientifique (CNRS)

المصدر: https://hal.science/hal-04141651 ; 2017.

مصطلحات موضوعية: Extreme volatility transmission, Granger causality, Integrated variance, Realized variance, Semi-parametric test, Financial contagion, [SHS.ECO]Humanities and Social Sciences/Economics and Finance

Relation: hal-04141651; https://hal.science/hal-04141651; https://hal.science/hal-04141651/document; https://hal.science/hal-04141651/file/WP_EcoX_2017-20.pdf

الاتاحة: https://hal.science/hal-04141651
https://hal.science/hal-04141651/document
https://hal.science/hal-04141651/file/WP_EcoX_2017-20.pdf

المؤلفون: Boucher, Christophe, Tokpavi, Sessi, Kouontchou, Patrick, Jasinski, Alexandre

المساهمون: EconomiX (EconomiX), Université Paris Nanterre (UPN)-Centre National de la Recherche Scientifique (CNRS)

المصدر: ISSN: 1469-7688.

مصطلحات موضوعية: [No keyword available], [SHS.ECO]Humanities and Social Sciences/Economics and Finance

Relation: hal-03130957; https://hal.science/hal-03130957

الاتاحة: https://hal.science/hal-03130957

المؤلفون: Dumitrescu, Elena Ivona, Hurlin, Christophe, Tokpavi, Sessi, Hué, Sullivan

المساهمون: EconomiX, Université Paris Nanterre (UPN)-Centre National de la Recherche Scientifique (CNRS)

المصدر: ISSN: 0377-2217 ; European Journal of Operational Research ; https://hal.archives-ouvertes.fr/hal-03331114 ; European Journal of Operational Research, Elsevier, 2021.

مصطلحات موضوعية: [No keyword available], [SHS.ECO]Humanities and Social Sciences/Economics and Finance

Relation: hal-03331114; https://hal.archives-ouvertes.fr/hal-03331114

الاتاحة: https://hal.archives-ouvertes.fr/hal-03331114

المؤلفون: Boucher, Christophe, Jasinski, Alexandre, Tokpavi, Sessi

المصدر: SSRN Electronic Journal ; ISSN 1556-5068

الاتاحة: http://dx.doi.org/10.2139/ssrn.3983094

المؤلفون: Candelon, Bertrand, Colletaz, Gilbert, Hurlin, Christophe, Tokpavi, Sessi

مصطلحات موضوعية: Article

وصف الملف: text/html

Relation: http://jfec.oxfordjournals.org/cgi/content/short/9/2/314; http://dx.doi.org/10.1093/jjfinec/nbq025

الاتاحة: http://jfec.oxfordjournals.org/cgi/content/short/9/2/314
https://doi.org/10.1093/jjfinec/nbq025