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 29 1 1 2 62
On the backtesting of trading strategies 0 0 8 84 1 3 21 202
Total Working Papers 0 0 8 113 2 4 23 264
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 12 65 3 5 31 229
Total Journal Articles 0 0 12 65 3 5 31 229


Statistics updated 2023-11-05