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 27 1 1 8 46
Multinomial var backtests: A simple implicit approach to backtesting expected shortfall 0 0 0 29 0 2 9 33
On the backtesting of trading strategies 2 4 10 60 2 6 34 115
Total Working Papers 2 4 10 116 3 9 51 194


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 3 15 29 2 7 52 113
Total Journal Articles 0 3 15 29 2 7 52 113


Statistics updated 2020-09-04