Estimating value at risk for sukuk market using generalized autoregressive conditional heteroskedasticity models /
| Main Authors: | , , |
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| Format: | text |
| Language: | eng |
| Published: |
Johor Bahru, Johor : Universiti Teknologi Malaysia,
2017
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| Online Access: | http://dms.library.utm.my:8080/vital/access/manager/Repository/vital:119135 |
| _version_ | 1826464939640881152 |
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| author | Pantea Hafezian, 1975-, author 607819 Hussin Salamon, 1963-, supervisor 188578 Fakulti Tamadun Islam 577113 |
| author_facet | Pantea Hafezian, 1975-, author 607819 Hussin Salamon, 1963-, supervisor 188578 Fakulti Tamadun Islam 577113 |
| author_sort | Pantea Hafezian, 1975-, author 607819 |
| collection | OCEAN |
| description | |
| first_indexed | 2024-03-05T15:26:57Z |
| format | text |
| id | KOHA-OAI-TEST:538651 |
| institution | Universiti Teknologi Malaysia - OCEAN |
| language | eng |
| last_indexed | 2025-03-13T07:58:22Z |
| publishDate | 2017 |
| publisher | Johor Bahru, Johor : Universiti Teknologi Malaysia, |
| record_format | dspace |
| spelling | KOHA-OAI-TEST:5386512025-03-11T02:18:36ZEstimating value at risk for sukuk market using generalized autoregressive conditional heteroskedasticity models / Pantea Hafezian, 1975-, author 607819 Hussin Salamon, 1963-, supervisor 188578 Fakulti Tamadun Islam 577113 textJohor Bahru, Johor : Universiti Teknologi Malaysia,2017engIncludes bibliographical references: p. 178-189.Fakulti Tamadun Islam;SPSLhttp://dms.library.utm.my:8080/vital/access/manager/Repository/vital:119135 |
| spellingShingle | Pantea Hafezian, 1975-, author 607819 Hussin Salamon, 1963-, supervisor 188578 Fakulti Tamadun Islam 577113 Estimating value at risk for sukuk market using generalized autoregressive conditional heteroskedasticity models / |
| title | Estimating value at risk for sukuk market using generalized autoregressive conditional heteroskedasticity models / |
| title_full | Estimating value at risk for sukuk market using generalized autoregressive conditional heteroskedasticity models / |
| title_fullStr | Estimating value at risk for sukuk market using generalized autoregressive conditional heteroskedasticity models / |
| title_full_unstemmed | Estimating value at risk for sukuk market using generalized autoregressive conditional heteroskedasticity models / |
| title_short | Estimating value at risk for sukuk market using generalized autoregressive conditional heteroskedasticity models / |
| title_sort | estimating value at risk for sukuk market using generalized autoregressive conditional heteroskedasticity models |
| url | http://dms.library.utm.my:8080/vital/access/manager/Repository/vital:119135 |
| work_keys_str_mv | AT panteahafezian1975author607819 estimatingvalueatriskforsukukmarketusinggeneralizedautoregressiveconditionalheteroskedasticitymodels AT hussinsalamon1963supervisor188578 estimatingvalueatriskforsukukmarketusinggeneralizedautoregressiveconditionalheteroskedasticitymodels AT fakultitamadunislam577113 estimatingvalueatriskforsukukmarketusinggeneralizedautoregressiveconditionalheteroskedasticitymodels |