Comparing VaR Approximation Methods that Use the First Four Moments as Inputs (Q2809621)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparing VaR Approximation Methods that Use the First Four Moments as Inputs |
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Comparing VaR Approximation Methods that Use the First Four Moments as Inputs (English)
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30 May 2016
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Cornish-Fisher
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Edgeworth
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Gram-Charlier
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Johnson distribution
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kurtosis
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rearrangement
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skewness
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value at risk
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VaR
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