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 1 29 0 0 2 60
Multinomial var backtests: A simple implicit approach to backtesting expected shortfall 0 0 1 30 1 1 8 50
On the backtesting of trading strategies 0 2 8 76 2 6 22 181
Total Working Papers 0 2 10 135 3 7 32 291


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 2 15 53 2 7 42 198
Total Journal Articles 0 2 15 53 2 7 42 198


Statistics updated 2022-11-05