Highlighted Publications
| Year |
Citation |
Link |
|
2010
|
LE V, ZURBRUGG R, 'The role of trading volume in volatility forecasting', Journal of International Financial Markets Institutions and Money, 20 533-555 (2010) [C1] |
|
Publications
For items published while at an institution other that the University of Newcastle, details are shown in italics.
Click on a category title below to expand the list of citations for that specific category.
Journal Articles (1 outputs)
Refereed Article in a Scholarly Journal (C1) (1 outputs)
| Year |
Citation |
Link |
|
2010
|
LE V, ZURBRUGG R, 'The role of trading volume in volatility forecasting', Journal of International Financial Markets Institutions and Money, 20 533-555 (2010) [C1] |
|
Conference Publication (2 outputs)
Full Written Paper - Refereed (E1) (2 outputs)
| Year |
Citation |
Link |
|
2012
|
LE V, ZURBRUGG R, 'Forecasting the smile dynamics', The 32th International Symposium on Forecasting Conference Proceedings, Boston, US (2012) [E1] |
|
|
2009
|
LE V, ZURBRUGG R, 'The role of trading volume in volatility forecasting', The 29th International Symposium on Forecasting Conference Proceedings, Hong Kong (2009) [E1] |
|
