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 0 4 74
On the backtesting of trading strategies 1 2 4 91 2 5 19 228
Total Working Papers 1 2 4 121 2 5 23 302
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 1 15 88 1 5 31 279
Total Journal Articles 0 1 15 88 1 5 31 279


Statistics updated 2025-05-12