TY  - JOUR
TI  - Measuring Long-Term Tail Risk: Evaluating the Performance of the Square-Root-of-Time Rule
AU  - Wang, Jying-Nan
AU  - Du, Jiangze
AU  - Hsu, Yuan-Teng
PY  - 2018
KW  - Value at risk
KW  - Square-root-of-time rule
KW  - Serial dependence
KW  - Heavy-tail
UR  - https://ssrn.com/abstract=3374288
DO  - 10.2139/ssrn.3374288
T2  - Journal of Empirical Finance
VL  - 47
UR  - https://pollux-fid.de/r/ssrn-3374288
H1  - Pollux (Fachinformationsdienst Politikwissenschaft)
ER  -