Danielsson, Jon 
ORCID: 0009-0006-9844-7960 and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231
(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
Identification Number: 10.1016/j.jbankfin.2005.10.002
| Item Type: | Article |
|---|---|
| Official URL: | http://www.elsevier.com/locate/jbf |
| Additional Information: | © 2006 Elsevier BV |
| Divisions: | LSE |
| Subjects: | H Social Sciences > HG Finance |
| JEL classification: | G - Financial Economics > G1 - General Financial Markets > G18 - Government Policy and Regulation D - Microeconomics > D1 - Household Behavior and Family Economics > D18 - Consumer Protection G - Financial Economics > G2 - Financial Institutions and Services > G20 - General |
| Date Deposited: | 15 Aug 2008 09:54 |
| Last Modified: | 11 Dec 2024 23:00 |
| URI: | http://eprints.lse.ac.uk/id/eprint/16626 |
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