Kusumaningrum, Hermin Liquidity Characteristics of Government Bond Markets A Comparative Study with Generalized Autoregressive Conditional Heteroskedasticity (Garch) Model. International Journal of Civil Engineering and Technology (IJCIET).
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Liquidity Characteristics of Government Bond Markets A Comparative Study with Generalized Autoregressive Conditional Heteroskedasticity (Garch) Model..pdf Download (137kB) |
| Item Type: | Article |
|---|---|
| Subjects: | Undip Formal Documents |
| Depositing User: | fsm fsm fsm |
| Date Deposited: | 10 Jan 2020 01:49 |
| Last Modified: | 10 Jan 2020 01:49 |
| URI: | https://eprints2.undip.ac.id/id/eprint/101 |
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