Scopus Documents # Liquidity characteristics of government bond markets: A comparative study with Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model

TitleLiquidity characteristics of government bond markets: A comparative study with Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model
Quartile
Publication NameInternational Journal of Civil Engineering and Technology
CreatorWahyudi S.
Page985-993
Issn09766308
Volume9
Cover Date2018-07-01
Cover Display DateJuly 2018
Doi
Citedby Count(not set)
Aggregation TypeJournal
Urlhttps://www.scopus.com/record/display.uri?eid=2-s2.0-85052406566&origin=resultslist&sort=plf-f
AuthorDr. E. RIO DHANI LAKSANA, S.E., M.Sc.
File85052406566.pdf