Evidence of non-stationary bias in scaling by square root of time: implications for value at risk

Evidence of non-stationary bias in scaling by square root of time: implications for value at risk

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Title: Evidence of non-stationary bias in scaling by square root of time: implications for value at risk
Author: Rahman, Abdul; Saadi, Samir
Date: 2006
URI: http://hdl.handle.net/10393/19248

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