Maluf, Luiz Augusto Finger França, and Jéssica Tamy Asano. 2019. “Comparison of VaR Models to the Brazilian Stock Market Under the Hypothesis of Serial Independence in Higher Orders: Are Garch Models Really Indispensable?”. Brazilian Business Review 16 (6), 626-45. https://doi.org/10.15728/bbr.2019.16.6.6.