On time-scaling of risk and the square-root-of-time rule

Jon Danielsson and Jean-Pierre Zigrand ()

Journal of Banking & Finance, 2006, vol. 30, issue 10, 2701-2713

Date: 2006
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Citations: View citations in EconPapers (57)

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Working Paper: On time-scaling of risk and the square–root–of–time rule (2003)
Working Paper: On time-scaling of risk and the square–root–of–time rule (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jbfina:v:30:y:2006:i:10:p:2701-2713

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