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

By Jon Danielsson and Jean-Pierre Zigrand
Topics: HG Finance
Publisher: Elsevier B V
Year: 2006
DOI identifier: 10.1016/j.jbankfin.2005.10.002
OAI identifier: oai:eprints.lse.ac.uk:16626
Provided by: LSE Research Online
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