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 1 3 7 79
On the backtesting of trading strategies 3 3 7 96 6 6 19 240
Total Working Papers 3 3 7 126 7 9 26 319
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 5 88 1 3 18 286
Total Journal Articles 0 0 5 88 1 3 18 286


Statistics updated 2025-12-06