Indacochea Jáuregui, S. and Olcese Chirinos, D. 2008. Sincering of value-at-risk models by incorporating the effect of market illiquidity: evidence on the Lima Stock Exchange. Apuntes. Social Sciences Journal. 63 (Mar. 2008), 133–148. DOI:https://doi.org/10.21678/apuntes.63.579.