Show simple item record

dc.contributor.authorLamb, John Douglas
dc.contributor.authorMonville, M.E.
dc.contributor.authorTee, Kai-Hong
dc.date.accessioned2017-01-20T15:28:12Z
dc.date.available2017-01-20T15:28:12Z
dc.date.issued2016
dc.identifier.citationLamb , J D , Monville , M E & Tee , K-H 2016 ' Making Cornish–Fisher Distributions Fit ' .en
dc.identifier.otherPURE: 71232743
dc.identifier.otherPURE UUID: 229eb12b-d08a-49a1-a898-e4299a567a80
dc.identifier.urihttp://hdl.handle.net/2164/8040
dc.format.extent59en
dc.language.isoeng
dc.subjectConditional value-at-risken
dc.subjectGoodness-of-fiten
dc.subjectKurtosisen
dc.subjectRandom variatesen
dc.subjectSkewnessen
dc.subjectH Social Sciencesen
dc.subject.lccHen
dc.titleMaking Cornish–Fisher Distributions Fiten
dc.typeWorking or discussion paperen
dc.contributor.institutionUniversity of Aberdeen, Management Studiesen
dc.contributor.institutionUniversity of Aberdeen, Energyen
dc.description.versionPreprinten


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record