There are two primary types of Shin Splints (Medial Tibial Stress Syndrome)
Before I begin, I am not a Doctor, and this cannot replace your Doctor. Your Doctor is smarter than me on this!
Anterior Shin Splints
These are the most common, pain along the front of the Tibia.
Most shin splits are caused by a weakness in the Tibialis Anterior Muscle. Basically, that muscle is not strong enough to support the strain of your runs. Micro tears in the muscle cause the pain you might feel when you have shin splints. This can easily be treated. Not by rolling or stretching, that just treats the symtoms.
Here is a video of an effective way to treat your Anterior Shin Splints, using a weight on your toe, to lift the weight, working out the Tibialis Anterior Muscle.
Posterior Shin Splints
Primarily the inside of your shin, basically facing your other leg.
Treating Posterior Shin Splints are much more difficult. I have not yet made a video on treating this, as I do not yet fully understand the mechanics behind why. I do know, it sucks getting them.
Here is a video that worked for me, pay special attention to the fact that these are not just calf raises, he raises up, and presses the rear of his ankles outward.