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:	en
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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