YU, Qingqing. A Quantitative Analysis of Value-at-Risk based on Two-factor Pricing Model and GARCH Model. BCP Business & Management, [S. l.], v. 13, p. 338–340, 2021. DOI: 10.54691/bcpbm.v13i.106. Disponível em: https://bcpublication.org/index.php/BM/article/view/106. Acesso em: 3 aug. 2026.