Evidence of non-stationary bias in scaling by square root of time: Implications for Value-at-Risk
| Year of publication: |
2008
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|---|---|
| Authors: | Saadi, Samir ; Rahman, Abdul |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 11173178. - Vol. 18.2008, 3, p. 272-289
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