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

Danielsson, JonORCID logo; and Zigrand, Jean-PierreORCID logo (2006) On time-scaling of risk and the square-root-of-time rule. Journal of Banking and Finance, 30 (10). pp. 2701-2713. ISSN 0378-4266
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Item Type Article
Departments LSE
DOI 10.1016/j.jbankfin.2005.10.002
Date Deposited 15 Aug 2008 09:54
URI https://researchonline.lse.ac.uk/id/eprint/16626

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