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modifiedVaR at coskewness, cokurtosis, and higher beta co-moments of the return

karl endres 
Hello, i think in the formula at the line with the quantil's its something wrong with the modified VaR

if ( p == 0.95 ) {
        zc = -1.96


zc is for alpha = 0.025 and not for 0.05 
or not ?

have a nice day

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