Published: 01/01/2006

DOI: https://doi.org/10.12660/rbfin.v4n1.2006.1153
DOI: https://doi.org/10.12660/rbfin.v4n1.2006.1154

Modeling and Forecasting the Volatility of Brazilian Asset Returns: a Realized Variance Approach

Marcelo C. Carvalho, Marco Aurélio S. Freire, Marcelo Cunha Medeiros, Leonardo R. Souza

pp. 55-77

DOI: https://doi.org/10.12660/rbfin.v4n1.2006.1155
DOI: https://doi.org/10.12660/rbfin.v4n1.2006.1156

Internal Model Validation in Brazil: Analysis of VaR Backtesting Methodologies

Alan Cosme Rodrigues da Silva, Claudio Henrique da Silveira Barbedo, Gustavo Silva Araújo, Myrian Beatriz Eiras das Neves

pp. 97-118

DOI: https://doi.org/10.12660/rbfin.v4n1.2006.1157