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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Main Author: | Anis Suhaila Anas |
---|---|
Format: | UMK Etheses |
Language: | English |
Published: |
2018
|
Subjects: | |
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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