A GARCH-VaR Investigation on the Brazilian Sectoral Stock Indices
نویسندگان
چکیده
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ژورنال
عنوان ژورنال: Brazilian Review of Finance
سال: 2019
ISSN: 1984-5146,1679-0731
DOI: 10.12660/rbfin.v16n4.2018.74676