1.
Maluf LAFF, Asano JT. Comparison of VaR Models to the Brazilian Stock Market Under the Hypothesis of Serial Independence in Higher Orders: Are Garch Models Really Indispensable?. BBR [Internet]. 2019Nov.1 [cited 2020Jul.4];16(6):626-45. Available from: http://bbronline.com.br/index.php/bbr/article/view/552