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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| フォーマット: | UMK Etheses |
| 言語: | English |
| 出版事項: |
2018
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| オンライン･アクセス: | 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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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 |
13.250246 |