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

Danielsson, Jon 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

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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: 22 Feb 2024 22:39
URI: http://eprints.lse.ac.uk/id/eprint/16626

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