Media type: E-Article Title: A GARCH-VaR investigation on the Brazilian sectoral stock indices Parallel title: Uma investigação GARCH-VaR sobre os índices de ações setoriais brasileiros Contributor: Silva, Wilton Bernardino da [Author]; Brito, Leonardo [Author]; Ospina, Raydonal [Author]; Melo, Silvio [Author] Published: 2018 Published in: Revista Brasileira de Finanças ; 16(2018), 4 vom: Okt./Dez., Seite 573-610 Language: English DOI: 10.12660/rbfin.v16n4.2018.74676 Identifier: Keywords: Brazilian stock market ; GARCH models ; Time Series ; Value-at-Risk ; Volatility ; Aufsatz in Zeitschrift Origination: Footnote: Zusammenfassung in portugiesischer Sprache Access State: Open Access