Olaniyan S, Dallah H. MODELING THE VOLATILITY FOR LONG TERM INTEREST RATE RETURNS IN THE NIGERIA BOND MARKET USING CONDITIONALY HETEROSCEDASTIC MODELS. wahana-akuntansi [Internet]. 2020 Aug. 5 [cited 2024 Nov. 5];15(1):46-5. Available from: https://journal.unj.ac.id/unj/index.php/wahana-akuntansi/article/view/15528