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 2 11 142
New Extreme-Value Dependance Measures and Finance Applications 0 0 0 0 1 1 5 31
New Extreme-Value Dependance Measures and Finance Applications 0 0 0 213 0 4 24 827
New Extreme-Value Dependence Measures and Finance Applications 0 0 1 364 3 3 10 845
Total Working Papers 0 0 1 647 5 10 50 1,845

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 0 5 296
Belief rule-based system for portfolio optimisation with nonlinear cash-flows and constraints 0 0 0 4 4 5 7 64
Credit contagion in the presence of non-normal shocks 0 0 0 10 1 1 7 71
Estimating dynamic copula dependence using intraday data 0 0 0 19 2 3 9 92
Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications 1 2 6 552 2 5 22 1,145
Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns 0 1 7 456 1 4 30 1,133
Forecasting Volatility in Financial Markets: A Review 2 3 25 478 9 15 98 5,499
Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors 0 0 1 52 6 7 19 230
General equilibrium and preference free model for pricing options under transformed gamma distribution 0 0 1 2 0 0 10 27
Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX 0 0 1 68 3 5 12 280
Market liquidity and institutional trading during the 2007–8 financial crisis 0 0 0 9 1 2 5 89
Modelling S&P 100 volatility: The information content of stock returns 0 0 0 62 2 4 9 172
Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing 0 0 0 10 4 4 14 62
Persistence and mean reversion in UK stock returns 0 0 0 33 0 1 6 107
Returns synchronization and daily correlation dynamics between international stock markets 0 0 0 238 1 4 13 621
Stock returns and volatility: An empirical study of the UK stock market 0 0 5 844 1 4 16 1,656
Trading volatility spreads: a test of index option market efficiency 0 0 0 44 1 1 6 123
Total Journal Articles 3 6 46 2,942 38 65 288 11,667

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 11 295
Total Books 0 0 0 0 0 1 11 295

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 6 39
Markov Chain Monte Carlo with particle filtering 0 0 0 13 1 1 2 31
Total Chapters 0 0 0 24 2 2 8 70

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Statistics updated 2026-05-06