Sibusiso Magagula

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Jump-Diffusion based-simulated Expected Shortfall (SES) method as an alternative measure to Value-at-Risk model in predicting financial risk optimally in a stressed economic … SV Magagula, JO Olaomi Annual Proceedings of the South African Statistical Association Conference …, 2014		2014
Jump-diffusion Based-simulated Expected Shortfall (SES) Method of Correcting Value-at-risk (VaR) Under-prediction Tendencies in Stressed Economic Climate SV Magagula		2014

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