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 5 9 140
New Extreme-Value Dependance Measures and Finance Applications 0 0 0 213 13 16 22 823
New Extreme-Value Dependance Measures and Finance Applications 0 0 0 0 1 4 4 30
New Extreme-Value Dependence Measures and Finance Applications 0 0 1 364 1 6 7 842
Total Working Papers 0 0 1 647 18 31 42 1,835

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 2 5 296
Belief rule-based system for portfolio optimisation with nonlinear cash-flows and constraints 0 0 0 4 1 2 2 59
Credit contagion in the presence of non-normal shocks 0 0 0 10 2 4 7 70
Estimating dynamic copula dependence using intraday data 0 0 0 19 4 6 6 89
Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications 0 1 6 550 3 9 20 1,140
Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns 1 1 6 455 9 15 28 1,129
Forecasting Volatility in Financial Markets: A Review 2 10 27 475 9 35 97 5,484
Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors 0 0 1 52 4 6 12 223
General equilibrium and preference free model for pricing options under transformed gamma distribution 0 0 1 2 3 5 11 27
Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX 0 1 1 68 1 5 8 275
Market liquidity and institutional trading during the 2007–8 financial crisis 0 0 0 9 2 2 3 87
Modelling S&P 100 volatility: The information content of stock returns 0 0 0 62 2 4 7 168
Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing 0 0 0 10 7 8 11 58
Persistence and mean reversion in UK stock returns 0 0 0 33 1 2 6 106
Returns synchronization and daily correlation dynamics between international stock markets 0 0 1 238 4 6 12 617
Stock returns and volatility: An empirical study of the UK stock market 0 2 9 844 2 6 22 1,652
Trading volatility spreads: a test of index option market efficiency 0 0 0 44 3 5 6 122
Total Journal Articles 3 15 52 2,936 58 122 263 11,602

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 6 10 294
Total Books 0 0 0 0 3 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 2 4 5 38
Markov Chain Monte Carlo with particle filtering 0 0 0 13 1 1 1 30
Total Chapters 0 0 0 24 3 5 6 68

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Statistics updated 2026-02-12