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 4 6 78
On the backtesting of trading strategies 0 0 4 93 0 1 13 234
Total Working Papers 0 0 4 123 2 5 19 312
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 9 88 2 4 23 285
Total Journal Articles 0 0 9 88 2 4 23 285


Statistics updated 2025-11-08