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Cornish-Fisher VaR 1.0

  Date Added: July 07, 2013  |  Visits: 248

Cornish-Fisher VaR

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Rt: returns seriesalpha: VaR levelOUTPUT:CFVAR: Cornish fisher VaR with alpha probability and time horizon as the returns series frequancy

Requirements: No special requirements
Platforms: Matlab
Keyword: Alpha Cornish Fisher Frequancy Horizon Leveloutputcfvar Probability Returns Series Seriesalpha
Users rating: 0/10

License: Freeware Size: 10 KB
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