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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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)

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Item Type:	UMK Etheses
Collection Type:	Thesis
Date:	2018
Subject Heading:	Entrepreneurship. Risk and uncertainty
Subject Heading:	Economic theory
Subject Heading:	Economic theory. Demography
Number of Pages:	222
Call Number:	HB615 .A55 2018 tes
Supervisor:	Assoc. Prof. Dr. Zatul Karamah Ahmad Baharul Ulum
Programme:	Master of Entrepreneurship
Institution:	Universiti Malaysia Kelantan
Subjects:	H Social Sciences > HB Economic Theory
Faculty/Centre/Office:	Faculty of Entrepreneurship and Business
URI:	http://discol.umk.edu.my/id/eprint/10182
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