INDACOCHEA JÁUREGUI, Silvana; OLCESE CHIRINOS, Dante. Sincering of value-at-risk models by incorporating the effect of market illiquidity: evidence on the Lima Stock Exchange. Apuntes. Social Sciences Journal, [S. l.], n. 63, p. 133–148, 2008. DOI: 10.21678/apuntes.63.579. Disponível em: https://revistas.up.edu.pe/apuntes/article/view/579. Acesso em: 14 sep. 2026.