SEGOVIA, Martín; FAVATA, Federico. An estimation of Value at Risk using GARCH models: an application to the Argentine stock market. Revista de la Facultad de Ciencias Económicas, [S. l.], v. 29, n. 2, p. 7–27, 2022. DOI: 10.30972/rfce.2926286. Disponível em: https://revistas.unne.edu.ar/index.php/rfce/article/view/6286. Acesso em: 11 nov. 2026.