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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
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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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