How accurate is the square-root-of-time rule in scaling tail risk: A global study
| 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 7529053. - Vol. 35.2011, 5, p. 1158-1170
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