Prove the formula for the first Cornish-Fisher moment. That is, given prove that Remember that R is
Question:
Prove the formula for the first Cornish-Fisher moment. That is, given
prove that
Remember that R is normally distributed with a mean of zero.
Transcribed Image Text:
dV R + TR + Odt TR 2
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Related Book For
Quantitative Financial Risk Management
ISBN: 9781119522201,9781119522263
1st Edition
Authors: Michael B. Miller
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