SERRANO BAUTISTA, R.; NÚÑEZ MORA, J. A. Value-at-risk predictive performance: a comparison between the CaViaR and GARCH models for the MILA and ASEAN-5 stock markets. Journal of Economics, Finance and Administrative Science, [S. l.], v. 26, n. 52, p. 197–221, 2021. Disponível em: https://revistas.esan.edu.pe/index.php/jefas/article/view/557. Acesso em: 5 jul. 2022.