On time-scaling of risk and the square-root-of-time rule
| Year of publication: |
2006
|
|---|---|
| Authors: | Danielsson, Jon ; Zigrand, Jean-Pierre |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 30.2006, 10, p. 2701-2713
|
| Publisher: |
Elsevier |