How accurate is the square-root-of-time rule in scaling tail risk : a global study
Jying-Nan Wang; Jin-Huei Yeh; Nick Ying-Pin Cheng
| Year of publication: |
2011
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|---|---|
| Authors: | Wang, Jying-nan ; Yeh, Jin-huei ; Cheng, Nick Ying-pin |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 35.2011, 5, p. 1158-1169
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| Subject: | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009245249