Title of article
On time-scaling of risk and the square-root-of-time rule
Author/Authors
J?n Dan?elsson، نويسنده , , Jean-Pierre Zigrand، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
13
From page
2701
To page
2713
Keywords
Value-at-Risk , Time scaling of risk , Risk regulation , Systemic risk , Jumpdiffusions , Square-root-of-time rule
Journal title
Journal of Banking and Finance
Serial Year
2006
Journal title
Journal of Banking and Finance
Record number
193926
Link To Document