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| | Maluf, Luiz Augusto Finger França and Asano, Jéssica Tamy Comparison of VaR Models to the Brazilian Stock Market Under the Hypothesis of Serial Independence in Higher Orders: Are Garch Models Really Indispensable?. BBR, Braz. Bus. Rev., Dec 2019, vol.16, no.6, p.626-645. ISSN 1808-2386
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