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

Danielsson, Jon and Zigrand, Jean-Pierre (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
Official URL: http://www.elsevier.com/locate/jbf
Additional Information: © 2006 Elsevier BV
Library of Congress subject classification: H Social Sciences > HG Finance
Journal of Economic Literature Classification System: 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
Sets: Departments > Accounting and Finance
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 15 Aug 2008 09:54
URL: http://eprints.lse.ac.uk/16626/

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