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.

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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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