TY - JOUR T1 - Comparison of VaR Models to the Brazilian Stock Market Under the Hypothesis of Serial Independence in Higher Orders: Are Garch Models Really Indispensable? JO - BBR. Brazilian Business Review A1 - Maluf, Luiz Augusto Finger França A1 - Asano, Jéssica Tamy SN - 1808-2386 UL - 10.15728/bbr.2019.16.6.6 VL - 16 Y1 - 2019 PB - Brazil ER -