search for: limitedness

Helloo, i have measure VaR with time dependen volatility (GARCH) and now want to measure expected shortfall (ES) using cornish fisher expansion (cause non-normal distribution), but i have limitedness about using R. Could you help me, how measure that ES with cornish fisher expansion using R.... i really need your help. thank you for the attention. Regards Eko [[alternative HTML version deleted]]