Maluf, L. A. F. F., & Asano, J. T. Comparison of VaR Models to the Brazilian Stock Market Under the Hypothesis of Serial Independence in Higher Orders: Are Garch Models Really Indispensable? FUCAPE Business School.
Chicago Style (17th ed.) CitationMaluf, Luiz Augusto Finger França, and Jéssica Tamy Asano. Comparison of VaR Models to the Brazilian Stock Market Under the Hypothesis of Serial Independence in Higher Orders: Are Garch Models Really Indispensable? FUCAPE Business School.
MLA (9th ed.) CitationMaluf, Luiz Augusto Finger França, and Jéssica Tamy Asano. Comparison of VaR Models to the Brazilian Stock Market Under the Hypothesis of Serial Independence in Higher Orders: Are Garch Models Really Indispensable? FUCAPE Business School.
Warning: These citations may not always be 100% accurate.