Y. Lok

Finance · 2016

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 12 citations into it
• Management Science and Operations Research — 10 citations into it
• Economics and Econometrics — 9 citations into it

Whom Y. Lok trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jeremy Berkowitz
2. J. Ziegel
3. Jem N. Corcoran
4. Dirk Tasche
5. Peter F. CHRISTOFFERSENti
6. Chen Zhou
7. Jeroen Kerkhof

Papers from Y. Lok's perspective

Ordered by how strongly the researchers Y. Lok trusts endorse each paper. Same corpus, a different order for every researcher.

1. Tests of Conditional Predictive Ability
2. Elicitable Risk Measures
3. Expected shortfall and beyond
4. Making and Evaluating Point Forecasts
5. COHERENCE AND ELICITABILITY
6. Robustness and sensitivity analysis of risk measurement procedures
7. Testing Density Forecasts, With Applications to Risk Management
8. Backtesting for Risk-Based Regulatory Capital
9. Modelling Extremal Events for Insurance and Finance
10. EVALUATING INTERVAL FORECASTS

Their papers

• Multinomial VaR Backtests: A simple implicit approach to backtesting expected shortfall (2016) — 90 citations