Google Documents : LIQUIDITY CHARACTERISTICS OF GOVERNMENT BOND MARKETS: A COMPARATIVE STUDY WITH GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY (GARCH) MODEL
| Title | LIQUIDITY CHARACTERISTICS OF GOVERNMENT BOND MARKETS: A COMPARATIVE STUDY WITH GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY (GARCH) MODEL |
|---|---|
| Abstract | |
| Authors | S Wahyudi, H Muharam, RD Laksana, H Hersugondo, R Robiyanto |
| Journal Name | Technology 9 (7), 985-993, 2018 |
| Publish Year | 2018 |
| Citation | (not set) |
| Url | https://scholar.google.com/scholar?q=+intitle:"LIQUIDITY CHARACTERISTICS OF GOVERNMENT BOND MARKETS: A COMPARATIVE STUDY WITH GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY (GARCH) MODEL" |
| Author | Dr. E. RIO DHANI LAKSANA, S.E., M.Sc. |
| File | 2886547.pdf |