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 5 9 81
On the backtesting of trading strategies 0 3 7 96 2 8 20 242
Total Working Papers 0 3 7 126 4 13 29 323
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 4 88 2 5 18 288
Total Journal Articles 0 0 4 88 2 5 18 288


Statistics updated 2026-01-09