The Dictionary of the Khazars: A Lexicon Novel was written by the Serbian novelist Milorad Pavic (1984). As the subtitle impies, the novel takes the form of a lexicon or encyclopedia; indeed, it comprises three parallel, cross-referenced lexicons, in each of which the entries are constructed from the point of view of one of the three religions Judaism, Christianity, and Islam. The novel references an historical event--the conversion to Judaism of the Khazar nobility and some of their people in the late 8th or early 9th century--but nearly everything in the book is fictional (often fantastical), although presented throughout as fact.
Dictionary of the Khazars is generally considered a metafiction as it plays with many of the conventions of the novel (including that of the singular text-- the novel exists in two editions, one male and one female, that differ by only a single paragraph). Its affinity with fictive art comes from its assumption of the structure and methods of the lexicon, as well as its use of that form's authoritative factuality to undermine the fictive nature of the enterprise. (As with most other fictive dictionaries and encyclopedias, however, this reframing is undermined by the use of standard novelistic publishing conventions, such as the size of the book--not to mention the use of the word "novel" in the subtitle.)