Making Cornish–Fisher Distributions Fit

dc.contributor.author	Lamb, John Douglas
dc.contributor.author	Monville, M.E.
dc.contributor.author	Tee, Kai-Hong
dc.date.accessioned	2017-01-20T15:28:12Z
dc.date.available	2017-01-20T15:28:12Z
dc.date.issued	2016
dc.identifier	71232743
dc.identifier	229eb12b-d08a-49a1-a898-e4299a567a80
dc.identifier.citation	Lamb , J D , Monville , M E & Tee , K-H 2016 ' Making Cornish–Fisher Distributions Fit ' .	en
dc.identifier.other	ORCID: /0000-0002-5849-7772/work/118987013
dc.identifier.uri	http://hdl.handle.net/2164/8040
dc.format.extent	59
dc.format.extent	595425
dc.language.iso	eng
dc.subject	Conditional value-at-risk	en
dc.subject	Goodness-of-fit	en
dc.subject	Kurtosis	en
dc.subject	Random variates	en
dc.subject	Skewness	en
dc.subject	H Social Sciences	en
dc.subject.lcc	H	en
dc.title	Making Cornish–Fisher Distributions Fit	en
dc.type	Working or discussion paper	en
dc.contributor.institution	University of Aberdeen.Business Management	en
dc.contributor.institution	University of Aberdeen.Energy	en


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