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 0 2 8 74
On the backtesting of trading strategies 1 1 3 90 2 4 19 225
Total Working Papers 1 1 3 120 2 6 27 299
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 1 5 19 88 3 9 36 277
Total Journal Articles 1 5 19 88 3 9 36 277


Statistics updated 2025-03-03