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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

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Bibliographic Details
Main Author: Anis Suhaila Anas
Format: UMK Etheses
Language:English
Published: 2018
Subjects:
HB Economic Theory
Online Access:http://discol.umk.edu.my/id/eprint/10182/7/1%20ANIS%20SUHAILA%20%28A15D004F%29.pdf
http://discol.umk.edu.my/id/eprint/10182/
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id my.umk.eprints.10182
record_format eprints
spelling my.umk.eprints.101822022-07-19T07:59:19Z http://discol.umk.edu.my/id/eprint/10182/ 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 Anas HB Economic Theory 2018 UMK Etheses NonPeerReviewed text en http://discol.umk.edu.my/id/eprint/10182/7/1%20ANIS%20SUHAILA%20%28A15D004F%29.pdf Anis Suhaila 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. (Submitted)
institution Universiti Malaysia Kelantan
building Perpustakaan Universiti Malaysia Kelantan
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Malaysia Kelantan
content_source UMK Institutional Repository
url_provider http://umkeprints.umk.edu.my/
language English
topic HB Economic Theory
spellingShingle 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/10182/7/1%20ANIS%20SUHAILA%20%28A15D004F%29.pdf
http://discol.umk.edu.my/id/eprint/10182/
_version_ 1763304213247426560
score 13.211869

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