| Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects E Dumitrescu, S Hué, C Hurlin, S Tokpavi European Journal of Operational Research 297 (3), 1178-1192, 2022 | 219 | 2022 |
| Backtesting value-at-risk: a GMM duration-based test B Candelon, G Colletaz, C Hurlin, S Tokpavi Journal of Financial Econometrics 9 (2), 314-343, 2011 | 170 | 2011 |
| A nonparametric test for granger causality in distribution with application to financial contagion B Candelon, S Tokpavi Journal of Business & Economic Statistics 34 (2), 240-253, 2016 | 89 | 2016 |
| Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach B Maillet, S Tokpavi, B Vaucher European Journal of Operational Research 244 (1), 289-299, 2015 | 61 | 2015 |
| Backtesting Value-at-Risk Accuracy: A New Simple Test C Hurlin, S Tokpavi Journal of Risk 9 (2), 19-37, 2007 | 51 | 2007 |
| Measuring network systemic risk contributions: A leave-one-out approach S Hué, Y Lucotte, S Tokpavi Journal of Economic Dynamics and Control 100, 86-114, 2019 | 50 | 2019 |
| Sampling error and double shrinkage estimation of minimum variance portfolios B Candelon, C Hurlin, S Tokpavi Journal of Empirical Finance 19 (4), 511-527, 2012 | 46 | 2012 |
| Testing for Granger causality in distribution tails: An application to oil markets integration B Candelon, M Joëts, S Tokpavi Economic Modelling 31, 276-285, 2013 | 45 | 2013 |
| Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds EI Dumitrescu, S Hué, C Hurlin | 28 | 2021 |
| Stocks and bonds: Flight-to-safety for ever? C Boucher, S Tokpavi Journal of International Money and Finance 95, 27-43, 2019 | 26 | 2019 |
| Une évaluation des procédures de Backtesting: «Tout va pour le mieux dans le meilleur des mondes» 1 C Hurlin 2, S Tokpavi 3 Finance 29 (1), 53-80, 2008 | 21* | 2008 |
| Un test de validité de la Value at Risk C Hurlin*, S Tokpavi** Revue économique 58 (3), 599-608, 2007 | 13 | 2007 |
| Backtesting VaR accuracy: a new simple test C Hurlin, S Tokpavi | 13 | 2006 |
| Irregularly spaced intraday value at risk (ISIVaR) models forecasting and predictive abilities G Colletaz, C Hurlin, S Tokpavi LEO, University of Orleans, discussion paper, 2007 | 11 | 2007 |
| Conditional Value-at-Risk: an alternative measure for low-risk Strategies? S Tokpavi, B Vaucher Available at SSRN 2050396, 2012 | 8 | 2012 |
| Forecasting High‐Frequency Risk Measures D Banulescu, G Colletaz, C Hurlin, S Tokpavi Journal of Forecasting 35 (3), 224-249, 2016 | 7 | 2016 |
| Backtesting value-at-risk: A GMM duration-based test C Hurlin, G Colletaz, S Tokpavi, B Candelon | 7 | 2008 |
| High-Frequency Risk Measures DG Banulescu, G Colletaz, C Hurlin, S Tokpavi | 5 | 2013 |
| Backtesting ESG Ratings C Boucher, W Le Lann, S Matton, S Tokpavi Orleans Economics Laboratory/Laboratoire d'Economie d'Orleans (LEO …, 2021 | 3 | 2021 |
| Quand l’union fait la force: un indice de risque systémique P Kouontchou*, B Maillet**, A Modesto***, S Tokpavi Revue économique, 87-106, 2017 | 3 | 2017 |
Christophe HurlinProfessor of Economics, University of OrleansПотвърден имейл адрес: univ-orleans.fr
