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 2 4 76
On the backtesting of trading strategies 0 1 5 93 1 5 19 234
Total Working Papers 0 1 5 123 3 7 23 310
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 11 88 2 4 24 283
Total Journal Articles 0 0 11 88 2 4 24 283


Statistics updated 2025-09-05