A GARCH-VaR Investigation on the Brazilian Sectoral Stock Indices.
| Autor: | Bernardino, Wilton1 wiltonrecc@gmail.com, Brito, Leonardo2 lmpb@cin.ufpe.br, Ospina, Raydonal3 raydonal@de.ufpe.br, Melo, Silvio2 sbm@cin.ufpe.br |
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| Zdroj: | Brazilian Review of Finance / Revista Brasileira de Finanças. Oct-Dec2018, Vol. 16 Issue 4, p573-610. 38p. |
| Databáze: | Business Source Ultimate |
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