Seriesalpha freeware
Seriesalpha
Added: July 07, 2013 | Visits: 505
Rt: returns seriesalpha: VaR levelOUTPUT:CFVAR: Cornish fisher VaR with alpha probability and time horizon as the returns series frequancy
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (43): Cornish-Fisher VaR Download |