Barbosa Camargo MI, Salazar Sarmiento A, Peñaloza Gómez KJ. Value at Risk Through GARCH Models and Montecarlo Simulation: Evidence from the Colombian Stock Market. Semest. Econ. [Internet]. 2019 Oct. 1 [cited 2026 May 3];22(53):53-75. Available from: https://revistas.udem.edu.co/index.php/economico/article/view/3032