On time-scaling of risk and the square-root-of-time rule

Danielsson, J.ORCID logo & Zigrand, J.ORCID logo (2006). On time-scaling of risk and the square-root-of-time rule. Journal of Banking and Finance, 30(10), 2701-2713. https://doi.org/10.1016/j.jbankfin.2005.10.002
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Item Type Article
Copyright holders © 2006 Elsevier BV
Departments LSE
DOI 10.1016/j.jbankfin.2005.10.002
Date Deposited 15 Aug 2008
URI https://researchonline.lse.ac.uk/id/eprint/16626

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