dc.contributor.author	Lamb, John D
dc.contributor.author	Monville, Maura E.
dc.contributor.author	Tee, Kai-Hong
dc.contributor.institution	University of Aberdeen.Energy	en
dc.contributor.institution	University of Aberdeen.Business Management	en
dc.contributor.institution	University of Aberdeen.Centre for Energy Transition	en
dc.date.accessioned	2019-06-19T08:30:06Z
dc.date.available	2019-06-19T08:30:06Z
dc.date.embargoedUntil	2020-06-18
dc.date.issued	2019-06
dc.description.status	Peer reviewed	en
dc.format.extent	29
dc.format.extent	664989
dc.format.extent	212222
dc.format.extent	150474
dc.identifier	125060799
dc.identifier	2de53256-144c-4962-bbde-cf0d8bc16c42
dc.identifier	85069931111
dc.identifier.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	en
dc.identifier.doi	10.21314/JOR.2019.408
dc.identifier.issn	1645-1211
dc.identifier.other	ORCID: /0000-0002-5849-7772/work/118987012
dc.identifier.uri	http://hdl.handle.net/2164/12410
dc.language.iso	eng
dc.relation.ispartof	Journal of Risk	en
dc.subject	conditional value-at-risk	en
dc.subject	estimation error	en
dc.subject	goodness-of-fit	en
dc.subject	kurtosis	en
dc.subject	skewness	en
dc.subject	H Social Sciences	en
dc.subject.lcc	H	en
dc.title	Making Cornish-Fisher fit for risk measurement	en
dc.type	Journal article	en

Making Cornish-Fisher fit for risk measurement

Files