Estimating value-at-risk (VaR) for Murabahah Sukuk: an application of Monte Carlo simulation (MCS) with Generalized Autoregressive Conditional Heteroscedasticity (GARCH) and Exponentially Weighted Moving Average (EWMA) based modelling
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Format: | UMK Etheses |
Language: | English |
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2018
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Online Access: | http://discol.umk.edu.my/id/eprint/10182/ http://discol.umk.edu.my/id/eprint/10182/7/1%20ANIS%20SUHAILA%20%28A15D004F%29.pdf |
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Universiti Malaysia Kelantan |
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UMK Digital Special Collection |
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English |
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HB Economic Theory |
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HB Economic Theory Anis Suhaila Anas Estimating value-at-risk (VaR) for Murabahah Sukuk: an application of Monte Carlo simulation (MCS) with Generalized Autoregressive Conditional Heteroscedasticity (GARCH) and Exponentially Weighted Moving Average (EWMA) based modelling |
format |
UMK Etheses |
author |
Anis Suhaila Anas |
author_facet |
Anis Suhaila Anas |
author_sort |
Anis Suhaila Anas |
title |
Estimating value-at-risk (VaR) for Murabahah Sukuk: an application of Monte Carlo simulation (MCS) with Generalized Autoregressive Conditional Heteroscedasticity (GARCH) and Exponentially Weighted Moving Average (EWMA) based modelling |
title_short |
Estimating value-at-risk (VaR) for Murabahah Sukuk: an application of Monte Carlo simulation (MCS) with Generalized Autoregressive Conditional Heteroscedasticity (GARCH) and Exponentially Weighted Moving Average (EWMA) based modelling |
title_full |
Estimating value-at-risk (VaR) for Murabahah Sukuk: an application of Monte Carlo simulation (MCS) with Generalized Autoregressive Conditional Heteroscedasticity (GARCH) and Exponentially Weighted Moving Average (EWMA) based modelling |
title_fullStr |
Estimating value-at-risk (VaR) for Murabahah Sukuk: an application of Monte Carlo simulation (MCS) with Generalized Autoregressive Conditional Heteroscedasticity (GARCH) and Exponentially Weighted Moving Average (EWMA) based modelling |
title_full_unstemmed |
Estimating value-at-risk (VaR) for Murabahah Sukuk: an application of Monte Carlo simulation (MCS) with Generalized Autoregressive Conditional Heteroscedasticity (GARCH) and Exponentially Weighted Moving Average (EWMA) based modelling |
title_sort |
estimating value-at-risk (var) for murabahah sukuk: an application of monte carlo simulation (mcs) with generalized autoregressive conditional heteroscedasticity (garch) and exponentially weighted moving average (ewma) based modelling |
publishDate |
2018 |
url |
http://discol.umk.edu.my/id/eprint/10182/ http://discol.umk.edu.my/id/eprint/10182/7/1%20ANIS%20SUHAILA%20%28A15D004F%29.pdf |
_version_ |
1748404079642542080 |