Scale Models - Why scaling up risk by the square root of time is an even worse approximation than you might expect
| Year of publication: |
1998
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|---|---|
| Authors: | Diebold, Francis ; Hickman, Adrew ; Inoue, Atsushi ; Schuermann, Til |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 11.1998, 1, p. 104-107
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