Skip to main content
Article thumbnail
Location of Repository

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:
Provided by: LSE Research Online
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • (external link)
  • (external link)
  • Suggested articles

    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.