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 6 11 85
On the backtesting of trading strategies 0 0 6 96 1 6 21 246
Total Working Papers 0 0 6 126 1 12 32 331
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 1 9 18 295
Total Journal Articles 0 0 0 88 1 9 18 295


Statistics updated 2026-03-04