Kusumaningrum, Hermin Liquidity Characteristics of Government Bond Markets: A Comparative Study with Generalized Autoregressive Conditional Heteroskedasticity (Garch) Model. IAEME Publication.
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Turnitin 18 LIQUIDITY CHARACTERISTICS OF GOVERNMENT BOND MARKETS_ A COMPARATIVE STUDY WITH GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY (GARCH) MODEL (1).pdf Download (1MB) |
| Item Type: | Other |
|---|---|
| Subjects: | Undip Formal Documents |
| Depositing User: | fsm fsm fsm |
| Date Deposited: | 13 Jan 2020 09:12 |
| Last Modified: | 13 Jan 2020 09:12 |
| URI: | https://eprints2.undip.ac.id/id/eprint/160 |
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