@article{maluf_asano_2019,  title={Comparison of VaR Models to the Brazilian Stock Market Under the Hypothesis of Serial Independence in Higher Orders: Are Garch Models Really Indispensable?},  volume={16},  ISSN={1808-2386},  url={https://doi.org/10.15728/bbr.2019.16.6.6},  DOI={10.15728/bbr.2019.16.6.6},  number={6},  journal={BBR. Brazilian Business Review},  publisher={Fucape Business School},  author={Maluf, Luiz Augusto Finger França and Asano, Jéssica Tamy},  year={2019},  month={Nov},  pages={626–645} }