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Zurbruegg, Ralf

2forecasting 2volume 1GARCH models 1VAR models 1assets 1diversification 1implied volatility 1informed trading 1option smile 1options 1portfolio manager 1price discovery 1property 1short sale restrictions 1volatility

3Le, Van 1Gerlach, Richard 1Wilson, Patrick J.

Date

12003 12010 12014 12016

Facets

2forecasting 2volume 1GARCH models 1VAR models 1assets 1diversification 1implied volatility 1informed trading 1option smile 1options 1portfolio manager 1price discovery 1property 1short sale restrictions 1volatility

3Le, Van 1Gerlach, Richard 1Wilson, Patrick J.

Date

12003 12010 12014 12016

Title
Creator
Date

The impact of short sale restrictions on informed trading in the stock and options markets

- Le, Van, Zurbruegg, Ralf

Creator: Le, Van , Zurbruegg, Ralf
Resource Type: journal article
Date: 2016

Forecasting option smile dynamics

- Le, Van, Zurbruegg, Ralf

Creator: Le, Van , Zurbruegg, Ralf
Resource Type: journal article
Date: 2014

The role of trading volume in volatility forecasting.

- Le, Van, Zurbruegg, Ralf

Creator: Le, Van , Zurbruegg, Ralf
Resource Type: journal article
Date: 2010

Potential diversification benefits in the presence of unknown structural breaks: an Australian case study

- Wilson, Patrick J., Gerlach, Richard, Zurbruegg, Ralf

Creator: Wilson, Patrick J. , Gerlach, Richard , Zurbruegg, Ralf
Resource Type: journal article
Date: 2003

1

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