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 10 141
New Extreme-Value Dependance Measures and Finance Applications 0 0 0 213 4 17 26 827
New Extreme-Value Dependance Measures and Finance Applications 0 0 0 0 0 4 4 30
New Extreme-Value Dependence Measures and Finance Applications 0 0 1 364 0 3 7 842
Total Working Papers 0 0 1 647 5 29 47 1,840

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 5 296
Belief rule-based system for portfolio optimisation with nonlinear cash-flows and constraints 0 0 0 4 1 3 3 60
Credit contagion in the presence of non-normal shocks 0 0 0 10 0 3 6 70
Estimating dynamic copula dependence using intraday data 0 0 0 19 1 7 7 90
Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications 1 1 7 551 2 7 22 1,142
Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns 0 1 6 455 1 12 28 1,130
Forecasting Volatility in Financial Markets: A Review 0 4 24 475 2 23 94 5,486
Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors 0 0 1 52 0 4 12 223
General equilibrium and preference free model for pricing options under transformed gamma distribution 0 0 1 2 0 4 11 27
Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX 0 0 1 68 2 5 9 277
Market liquidity and institutional trading during the 2007–8 financial crisis 0 0 0 9 1 3 4 88
Modelling S&P 100 volatility: The information content of stock returns 0 0 0 62 2 6 9 170
Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing 0 0 0 10 0 7 11 58
Persistence and mean reversion in UK stock returns 0 0 0 33 0 2 5 106
Returns synchronization and daily correlation dynamics between international stock markets 0 0 0 238 1 6 10 618
Stock returns and volatility: An empirical study of the UK stock market 0 2 7 844 2 8 20 1,654
Trading volatility spreads: a test of index option market efficiency 0 0 0 44 0 5 6 122
Total Journal Articles 1 8 47 2,937 15 107 262 11,617

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 6 10 294
Total Books 0 0 0 0 0 6 10 294

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 4 5 38
Markov Chain Monte Carlo with particle filtering 0 0 0 13 0 1 1 30
Total Chapters 0 0 0 24 0 5 6 68

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Statistics updated 2026-03-04