Calculation of VaR with Gaussian method and modified VaR using the Cornish-Fisher modification
"""
Calculate the Parametric Gaussian value at risk (VaR) of a Series or DataFrame:
1- If "modified" is False, Gaussian method calculates the VaR.
2- If "modified" is True, then the modified VaR is returned using the Cornish-Fisher modification.
3- Let's define skewness function alternative to scipy.stats.skew()
4- Let's define kurtosis function alternative to scipy.stats.kurtosis()
"""