How Accurate Is the Square-Root-of-Time Rule in Scaling Tail Risk: A Global Study

CFA Digest ◽  
2011 ◽  
Vol 41 (3) ◽  
pp. 61-63
Author(s):  
Johann U. de Villiers
Keyword(s):  
Square Root ◽  
Tail Risk ◽  
Global Study

How Accurate is the Square-Root-Of-Time Rule at Scaling Tail Risk: A Global Study

2010 ◽  
Author(s):  
Jying-Nan Wang ◽  
Jin-Huei Yeh ◽  
Nick Ying-Pin Cheng
Keyword(s):  
Square Root ◽  
Tail Risk ◽  
Global Study

How accurate is the square-root-of-time rule in scaling tail risk: A global study

2011 ◽  
Vol 35 (5) ◽  
pp. 1158-1169 ◽  
Author(s):  
Jying-Nan Wang ◽  
Jin-Huei Yeh ◽  
Nick Ying-Pin Cheng
Keyword(s):  
Square Root ◽  
Tail Risk ◽  
Global Study

Measuring long-term tail risk: Evaluating the performance of the square-root-of-time rule

2018 ◽  
Vol 47 ◽  
pp. 120-138
Author(s):  
Jying-Nan Wang ◽  
Jiangze Du ◽  
Yuan-Teng Hsu
Keyword(s):  
Square Root ◽  
Tail Risk

Working conditions in a precarious work environment - A global study of aviation workers

2010 ◽  
Author(s):  
B. Greiner ◽  
E. Rosskam ◽  
V. McCarthy ◽  
M. Mateski ◽  
L. Zsoldos ◽  
...  
Keyword(s):  
Work Environment ◽  
Working Conditions ◽  
Precarious Work ◽  
Global Study
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