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How accurate is the square-root-of-time rule in scaling tail risk : a global study
Wang, Jying-nan
;
Yeh, Jin-huei
;
Cheng, Nick Ying-pin
- In:
Journal of banking & finance
35
(
2011
)
5
,
pp. 1158-1169
Persistent link: https://www.econbiz.de/10009245249
Saved in:
2
How accurate is the square-root-of-time rule in scaling tail risk: A global study
Wang, Jying-Nan
;
Yeh, Jin-Huei
;
Cheng, Nick Ying-Pin
- In:
Journal of banking & finance
35
(
2011
)
5
,
pp. 1158-1170
Persistent link: https://www.econbiz.de/10008889098
Saved in:
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