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 3 3 7 135
New Extreme-Value Dependance Measures and Finance Applications 0 0 0 0 0 0 1 26
New Extreme-Value Dependance Measures and Finance Applications 0 0 1 213 2 3 8 807
New Extreme-Value Dependence Measures and Finance Applications 0 1 1 364 0 1 2 836
Total Working Papers 0 1 2 647 5 7 18 1,804

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 3 294
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 3 66
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 1 7 549 4 5 14 1,131
Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns 3 3 5 454 7 7 14 1,114
Forecasting Volatility in Financial Markets: A Review 4 5 24 465 9 26 80 5,449
Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors 0 1 1 52 3 4 7 217
General equilibrium and preference free model for pricing options under transformed gamma distribution 1 1 1 2 3 5 7 22
Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX 0 0 1 67 0 1 5 270
Market liquidity and institutional trading during the 2007–8 financial crisis 0 0 0 9 0 0 2 85
Modelling S&P 100 volatility: The information content of stock returns 0 0 0 62 0 0 3 164
Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing 0 0 0 10 0 1 3 50
Persistence and mean reversion in UK stock returns 0 0 0 33 2 3 4 104
Returns synchronization and daily correlation dynamics between international stock markets 0 0 2 238 2 2 7 611
Stock returns and volatility: An empirical study of the UK stock market 0 1 8 842 0 2 20 1,646
Trading volatility spreads: a test of index option market efficiency 0 0 1 44 0 0 3 117
Total Journal Articles 9 12 50 2,921 31 59 176 11,480

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 2 3 4 288
Total Books 0 0 0 0 2 3 4 288

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 1 1 1 34
Markov Chain Monte Carlo with particle filtering 0 0 0 13 0 0 0 29
Total Chapters 0 0 0 24 1 1 1 63

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Statistics updated 2025-11-08