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Details about Yen H. Lok

E-mail:
Workplace:Heriot-Watt University / School of Mathematical and Computer Sciences / Actuarial Mathematics and Statistics

Access statistics for papers by Yen H. Lok.

Last updated 2018-08-07. Update your information in the RePEc Author Service.

Short-id: plo493

Jump to Journal Articles

Working Papers

2018

  1. On the backtesting of trading strategies
    2018 Papers, Job Market Papers Downloads

2016

  1. Multinomial VaR Backtests: A simple implicit approach to backtesting expected shortfall
    Papers, arXiv.org Downloads View citations (7)
    See also Journal Article Multinomial VaR backtests: A simple implicit approach to backtesting expected shortfall, Journal of Banking & Finance, Elsevier (2018) Downloads View citations (49) (2018)

Journal Articles

2018

  1. Multinomial VaR backtests: A simple implicit approach to backtesting expected shortfall
    Journal of Banking & Finance, 2018, 88, (C), 393-407 Downloads View citations (49)
    See also Working Paper Multinomial VaR Backtests: A simple implicit approach to backtesting expected shortfall, Papers (2016) Downloads View citations (7) (2016)
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