HUANG, H. C.; SU, Y.-C.; TSUI, J.-T. Asymmetric GARCH Value-at-Risk over MSCI in Financial Crisis. International Journal of Economics and Financial Issues, [S. l.], v. 5, n. 2, p. 390–398, 2015. Disponível em: https://econjournals.com/index.php/ijefi/article/view/1070. Acesso em: 14 aug. 2022.