SURAPAITOOLKORN, W. Market Risk VaR Historical Simulation Model with Autocorrelation Effect: A Note. International Journal of Banking and Finance, [S. l.], v. 6, n. 2, p. 155–165, 2009. Disponível em: https://e-journal.uum.edu.my/index.php/ijbf/article/view/8395. Acesso em: 4 may. 2024.