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 1 5 7 137
New Extreme-Value Dependance Measures and Finance Applications 0 0 0 213 0 5 10 810
New Extreme-Value Dependance Measures and Finance Applications 0 0 0 0 3 3 3 29
New Extreme-Value Dependence Measures and Finance Applications 0 0 1 364 2 5 6 841
Total Working Papers 0 0 1 647 6 18 26 1,817

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 1 1 4 295
Belief rule-based system for portfolio optimisation with nonlinear cash-flows and constraints 0 0 0 4 1 1 2 58
Credit contagion in the presence of non-normal shocks 0 0 0 10 1 3 5 68
Estimating dynamic copula dependence using intraday data 0 0 0 19 2 2 2 85
Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications 0 2 6 550 2 10 17 1,137
Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns 0 3 5 454 2 13 19 1,120
Forecasting Volatility in Financial Markets: A Review 2 12 27 473 12 35 94 5,475
Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors 0 0 1 52 0 5 9 219
General equilibrium and preference free model for pricing options under transformed gamma distribution 0 1 1 2 1 5 8 24
Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX 0 1 1 68 2 4 8 274
Market liquidity and institutional trading during the 2007–8 financial crisis 0 0 0 9 0 0 1 85
Modelling S&P 100 volatility: The information content of stock returns 0 0 0 62 2 2 5 166
Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing 0 0 0 10 0 1 4 51
Persistence and mean reversion in UK stock returns 0 0 0 33 1 3 5 105
Returns synchronization and daily correlation dynamics between international stock markets 0 0 1 238 1 4 8 613
Stock returns and volatility: An empirical study of the UK stock market 2 2 9 844 4 4 21 1,650
Trading volatility spreads: a test of index option market efficiency 0 0 1 44 2 2 4 119
Total Journal Articles 4 21 52 2,933 34 95 216 11,544

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 3 5 7 291
Total Books 0 0 0 0 3 5 7 291

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 2 3 3 36
Markov Chain Monte Carlo with particle filtering 0 0 0 13 0 0 0 29
Total Chapters 0 0 0 24 2 3 3 65

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Statistics updated 2026-01-08