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Cornish-Fisher VaR 1.0
File ID: 78897






Cornish-Fisher VaR 1.0
Download Cornish-Fisher VaR 1.0http://www.mathworks.comReport Error Link
License: Freeware
File Size: 10.0 KB
Downloads: 12
Submit Rating:
Cornish-Fisher VaR 1.0 Description
Description: Rt: returns series
alpha: VaR level
OUTPUT:
CFVAR: Cornish fisher VaR with alpha probability and time horizon as the returns series frequancy

License: Freeware

Related: Probability, horizon, series, frequancy, Alpha, fisher, seriesalpha, leveloutputcfvar, cornish, returns

O/S:BSD, Linux, Solaris, Mac OS X

File Size: 10.0 KB

Downloads: 12



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