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  • Comparison of VaR Models to the Brazilian Stock Market Under the Hypothesis of Serial Independence in Higher Orders: Are Garch Models Really Indispensable?
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Comparison of VaR Models to the Brazilian Stock Market Under the Hypothesis of Serial Independence in Higher Orders: Are Garch Models Really Indispensable?

Fuente: Redalyc
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Bibliographic Details
Main Author: Luiz Augusto Finger França Maluf
Format: Artículo científico
Language:en
Published: FUCAPE Business School 2019
Subjects:
Administración y Contabilidad
IBOVESPA
Value at Risk
Clusters of Violations
Online Access:
Acceder al recurso 1 Acceder al recurso 2 Acceder al recurso 3 Acceder al recurso 4 Acceder al recurso 5
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Internet

https://www.redalyc.org/articulo.oa?id=123062339006
https://www.redalyc.org/journal/1230/123062339006/
https://www.redalyc.org/journal/1230/123062339006/html/
https://www.redalyc.org/journal/1230/123062339006/123062339006.epub
https://www.redalyc.org/journal/1230/123062339006/movil

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