Anas, A. S. (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.
Chicago Style CitationAnas, Anis Suhaila. 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. 2018.
MLA引文Anas, Anis Suhaila. 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. 2018.