Estimating Value at Risk for Sukuk Market Using Generalized Auto Regressive Conditional Heteroskedasticity Models
Crossref DOI link: https://doi.org/10.18488/journal.29/2015.2.2/29.2.8.23
Published Online: 2015
Published Print: 2015
Update policy: https://doi.org/10.18488/crossmarkpolicypage.1001
Hafezian, Pantea
Salamon, Hussin
Shitan, Mahendran