Estimating Value at Risk for Sukuk Market Using Generalized Auto Regressive Conditional Heteroskedasticity Models

Pantea Hafezian, Hussin Salamon, Mahendran Shitan
2015 The Economics and Finance Letters  
doi:10.18488/journal.29/2015.2.2/29.2.8.23 fatcat:lywih46i4bauhgcjkwfaqqbt7a