Concepedia
Statistics
Publications
2
Citations
121
H-Index
Active since
2016
Affiliations
École Supérieure des Sciences Économiques et Commerciales(Current)
Yen H. Lok is an author at École Supérieure des Sciences Économiques et Commerciales.
Publications per year
2016–2018
Multinomial VaR backtests: A simple implicit approach to backtesting expected shortfall
Marie Kratz, Yen H. Lok, Alexander J. McNeil · Journal of Banking & Finance · 2018 · 67 citations · Full text
Multinomial VAR Backtests: A Simple Implicit Approach to Backtesting Expected Shortfall
Marie Kratz, Yen H. Lok · SSRN Electronic Journal · 2016 · 54 citations · Full text
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