Digital Special Collection Portal

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


Citation

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)

Abstract

Download File / URL

[thumbnail of 1 ANIS SUHAILA (A15D004F).pdf] Text
1 ANIS SUHAILA (A15D004F).pdf
Restricted to Registered users only

Download (2MB)

Additional Metadata

Item Type: UMK Etheses
Collection Type: Thesis
Subject Heading: Entrepreneurship. Risk and uncertainty
Subject Heading: Economic theory
Subject Heading: Economic theory. Demography
Subjects: H Social Sciences > HB Economic Theory
Faculty/Centre/Office: Faculty of Entrepreneurship and Business
Depositing User: Repository Admin
Date Deposited: 10 Jan 2019 02:02
Last Modified: 19 Jul 2022 07:59
URI: http://discol.umk.edu.my/id/eprint/10182
Statistic Details: View Download Statistic

Edit Record (Admin Only)

View Item View Item

The Office of Library and Knowledge Management, Universiti Malaysia Kelantan, 16300 Bachok, Kelantan.
Digital Special Collection (UMK Repository) supports OAI 2.0 with a base URL of http://discol.umk.edu.my/cgi/oai2