Kusumaningrum, Hermin Turnitin Liquidity Characteristics of Government Bond Markets: A Comparative Study with Generalized Autoregressive Conditional Heteroskedasticity (Garch) Model. IAEME Publication.
![[img]](https://eprints2.undip.ac.id/style/images/fileicons/application_pdf.png) |
PDF
1.0 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: | 15 Jan 2020 03:20 |
| Last Modified: | 15 Jan 2020 03:20 |
| URI: | https://eprints2.undip.ac.id/id/eprint/188 |
Actions (login required)
 |
View Item |