Mar 12 2012 Ahamada Ibrahim and Boutahar Mohamed   Power of the KPSS test against shift in variance: a further investigation.   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 13 2011 Marcelo Brutti Righi and Paulo Sérgio Ceretta   Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach   Abstract  Contact Information  Citation  Full Text  -  Note