How accurate is the square-root-of-time rule in scaling tail risk : a global study
Year of publication: |
2011
|
---|---|
Authors: | Wang, Jying-nan ; Yeh, Jin-huei ; Cheng, Nick Ying-pin |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 35.2011, 5, p. 1158-1169
|
Subject: | Risikomaß | Risk measure |
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