Estimating value at risk for sukuk market using generalized autoregressive conditional heteroskedasticity models /

Bibliographic Details
Main Authors:	Pantea Hafezian, 1975-, author 607819, Hussin Salamon, 1963-, supervisor 188578, Fakulti Tamadun Islam 577113
Format:	text
Language:	eng
Published:	Johor Bahru, Johor : Universiti Teknologi Malaysia, 2017
Online Access:	http://dms.library.utm.my:8080/vital/access/manager/Repository/vital:119135

Estimating value at risk for sukuk market using generalized autoregressive conditional heteroskedasticity models / by Pantea Hafezian, 1975-, author 607819

Published 2017

text