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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

Anis Suhaila binti Anas, (2018) 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. Masters thesis, Universiti Malaysia Kelantan.

Full text not available from this repository.
Item Type: Thesis (Masters)
Subjects: H Social Sciences > HB Economic Theory
Faculty: Faculty of Entrepreneurship and Business
Depositing User: Pn. Norhayati Nordin
Date Deposited: 10 Jan 2019 01:54
Last Modified: 10 Jan 2019 01:56
URI: http://umkeprints.umk.edu.my/id/eprint/10133
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