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      Making Cornish-Fisher fit for risk measurement

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      CornishFisher_1.0.tar.gz (146.9Kb)
      CornishFisherSupplement.pdf (207.2Kb)
      CornishFisher.pdf (649.4Kb)
      Publication date
      06/2019
      Author
      Lamb, John D
      Monville, Maura E.
      Tee, Kai-Hong
      Metadata
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      Citation
      Lamb , J D , Monville , M E & Tee , K-H 2019 , ' Making Cornish-Fisher fit for risk measurement ' , Journal of Risk , vol. 21 , no. 5 , pp. 53–81 . https://doi.org/10.21314/JOR.2019.408
      URI
      http://hdl.handle.net/2164/12410
      DOI
      https://doi.org/10.21314/JOR.2019.408
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