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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第一著者: | Anis Suhaila Anas |
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フォーマット: | UMK Etheses |
言語: | English |
出版事項: |
2018
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主題: | |
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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