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

by Luiz Augusto Finger França Maluf, Jéssica Tamy Asano
Published 2019-01-01

Contribuição aos estudos sobre desenvolvimento socioeconômico em Santa Catarina: comportamento do IDS entre 1991 e 2000

by Luiz Augusto Finger França Maluf, Lauro Francisco Mattei, Hoyêdo Nunes Lins
Published 2006-01-01