Access Statistics for Yen H. Lok

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Multinomial VaR Backtests: A simple implicit approach to backtesting expected shortfall 0 0 0 30 2 2 13 87
On the backtesting of trading strategies 0 0 5 96 3 12 29 257
Total Working Papers 0 0 5 126 5 14 42 344
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Multinomial VaR backtests: A simple implicit approach to backtesting expected shortfall 0 0 0 88 3 6 21 300
Total Journal Articles 0 0 0 88 3 6 21 300


Statistics updated 2026-05-06