Access Statistics for Ser-Huang Poon

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
High Frequency Trading and Mini Flash Crashes 0 0 0 70 0 1 4 132
New Extreme-Value Dependance Measures and Finance Applications 0 0 0 0 0 0 4 26
New Extreme-Value Dependance Measures and Finance Applications 0 0 1 213 1 1 5 804
New Extreme-Value Dependence Measures and Finance Applications 0 0 1 363 0 0 2 835
Total Working Papers 0 0 2 646 1 2 15 1,797

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetric and crash effects in stock volatility for the S&P 100 index and its constituents 0 0 0 61 0 1 1 292
Belief rule-based system for portfolio optimisation with nonlinear cash-flows and constraints 0 0 0 4 0 0 1 57
Credit contagion in the presence of non-normal shocks 0 0 0 10 1 1 2 65
Estimating dynamic copula dependence using intraday data 0 0 0 19 0 0 0 83
Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications 1 2 6 548 1 3 10 1,126
Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns 1 2 5 451 1 4 16 1,107
Forecasting Volatility in Financial Markets: A Review 0 7 20 460 7 22 58 5,423
Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors 0 0 0 51 2 2 5 213
General equilibrium and preference free model for pricing options under transformed gamma distribution 0 0 0 1 0 0 3 17
Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX 0 0 1 67 1 1 4 269
Market liquidity and institutional trading during the 2007–8 financial crisis 0 0 0 9 1 1 3 85
Modelling S&P 100 volatility: The information content of stock returns 0 0 0 62 0 1 3 164
Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing 0 0 0 10 1 1 3 49
Persistence and mean reversion in UK stock returns 0 0 0 33 0 0 1 101
Returns synchronization and daily correlation dynamics between international stock markets 0 0 3 238 0 1 8 609
Stock returns and volatility: An empirical study of the UK stock market 0 2 9 841 1 4 24 1,644
Trading volatility spreads: a test of index option market efficiency 0 0 1 44 0 0 4 117
Total Journal Articles 2 13 45 2,909 16 42 146 11,421

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset Pricing in Discrete Time: A Complete Markets Approach 0 0 0 0 0 1 3 285
Total Books 0 0 0 0 0 1 3 285

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Derivatives pricing with affine models and numerical implementation 0 0 0 11 0 0 0 33
Markov Chain Monte Carlo with particle filtering 0 0 0 13 0 0 0 29
Total Chapters 0 0 0 24 0 0 0 62

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Statistics updated 2025-08-05