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
| 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 |
| Date Deposited: | 15 Aug 2008 09:54 |
| URL: | http://eprints.lse.ac.uk/16626/ |
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