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 11 143
New Extreme-Value Dependance Measures and Finance Applications 0 0 0 213 0 0 23 828
New Extreme-Value Dependance Measures and Finance Applications 0 0 0 0 1 1 7 33
New Extreme-Value Dependence Measures and Finance Applications 0 0 0 364 0 0 9 845
Realised Volatility Forecasting: Machine Learning via Financial Word Embedding 0 0 2 51 1 4 25 65
Total Working Papers 0 0 2 698 2 6 75 1,914

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 2 4 298
Belief rule-based system for portfolio optimisation with nonlinear cash-flows and constraints 0 0 0 4 0 0 7 64
Corporate social responsibility reports: topic analysis and big data approach 0 0 3 33 0 1 25 127
Credit contagion in the presence of non-normal shocks 0 0 0 10 1 1 10 75
Estimating dynamic copula dependence using intraday data 0 0 0 19 0 0 9 92
Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications 0 0 5 553 0 1 24 1,151
Fast Approximation of Loan Portfolio Loss 0 0 0 2 0 1 8 19
Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns 1 3 8 459 4 8 42 1,149
Forecasting Volatility in Financial Markets: A Review 1 4 24 485 8 28 106 5,546
Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors 0 0 0 52 0 1 18 232
General equilibrium and preference free model for pricing options under transformed gamma distribution 0 0 1 2 1 1 10 29
Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX 0 0 1 68 1 1 12 282
Loan Portfolio Loss Models With More Flexible Asymmetry and Tails for Korean Banks and a Comparison of Their Regional Concentrations 0 0 0 3 0 0 5 13
Machine learning for realised volatility forecasting 0 0 0 0 4 5 5 5
Market liquidity and institutional trading during the 2007–8 financial crisis 0 0 0 9 1 1 7 92
Modelling S&P 100 volatility: The information content of stock returns 1 1 1 63 2 2 11 175
Moneyness, Underlying Asset Volatility, and the Cross-Section of Option Returns* 1 2 6 6 1 3 17 29
Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing 0 0 0 10 0 0 13 63
Option pricing with random risk aversion 0 0 0 1 0 1 15 23
Persistence and mean reversion in UK stock returns 0 0 0 33 1 2 7 109
Practical Issues in Forecasting Volatility 0 0 0 1 0 6 15 20
Price convergence between credit default swap and put option: New evidence 0 0 1 1 1 1 25 35
Rating-based CDS curves 0 1 1 3 1 3 11 32
Returns synchronization and daily correlation dynamics between international stock markets 1 1 1 239 5 8 27 636
Slow- and fast-moving information content of CDS spreads: new endogenous systematic factors 0 0 1 6 0 0 3 13
Stock returns and volatility: An empirical study of the UK stock market 0 0 2 844 0 0 11 1,657
The reality of stock market jumps diversification 0 0 0 5 0 1 9 55
Too big to ignore? Hedge fund flows and bond yields 0 0 1 3 1 1 10 39
Trading volatility spreads: a test of index option market efficiency 0 0 0 44 0 1 7 124
Ultra-short tenor yield curve for intraday trading and settlement 0 0 0 6 0 1 10 35
Vocabulary Herfindahl Index (VocaHIn): Linguistic dominance and collective effervescence in WallStreetBets 0 0 0 0 0 0 15 20
What Does Risk-Neutral Skewness Tell Us About Future Stock Returns? 0 1 1 17 3 10 32 78
Women on boards and corporate social irresponsibility: evidence from a Granger style reverse causality minimisation procedure 0 0 0 4 1 5 13 27
Total Journal Articles 5 13 57 3,046 36 96 543 12,344

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advanced Finance Theories 0 0 2 60 0 1 14 213
Asset Pricing in Discrete Time: A Complete Markets Approach 0 0 0 0 1 2 11 297
Financial Modeling Under Non-Gaussian Distributions 0 0 0 0 1 3 19 19
Total Books 0 0 2 60 2 6 44 529

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chapter 9 A Source of Long Memory in Volatility 0 0 0 3 0 0 1 11
Consumption and Portfolio Selection 0 0 0 8 0 1 8 21
Derivatives pricing with affine models and numerical implementation 0 0 0 11 0 1 7 40
Markov Chain Monte Carlo with particle filtering 0 1 1 14 0 1 3 32
Pricing Kernel and Stochastic Discount Factor 0 0 0 12 0 0 9 30
Risk Measures 0 0 0 7 0 1 7 24
Utility Theory 0 0 1 20 0 1 13 62
Total Chapters 0 1 2 75 0 5 48 220

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Statistics updated 2026-10-11