Trejo-Becerril, Bárbara, Arturo Lorenzo-Valdés, Alberto Gallegos-David, and Francisco Pérez-Soto. “Market Risk Assessment: A Comparison Between CAPM and VaR Methodologies With High Volatility Episodes in the Mexican Stock Market”. International Journal of Economics and Financial Issues 15, no. 6 (October 13, 2025): 709–726. Accessed December 5, 2025. https://www.econjournals.com/index.php/ijefi/article/view/21151.