Cornish-Fisher VaR 1.0

Date Added: July 07, 2013 | Visits: 499

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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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