ZHANG, Zuming. Research on Risk Measurement in Chinese Stock Market - Based on GARCH-VaR Modeling. Highlights in Business, Economics and Management, [S. l.], v. 24, p. 2538–2545, 2024. DOI: 10.54097/fvhz3p94. Disponível em: https://drpress.org/ojs/index.php/HBEM/article/view/16850. Acesso em: 29 apr. 2026.