Indacochea Jáuregui, Silvana, and Dante Olcese Chirinos. “Sincering of Value-at-Risk Models by Incorporating the Effect of Market Illiquidity: Evidence on the Lima Stock Exchange”. Apuntes. Social Sciences Journal, no. 63, Mar. 2008, pp. 133-48, https://doi.org/10.21678/apuntes.63.579.