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 1 1 3 65 2 7 22 108
New Extreme-Value Dependance Measures and Finance Applications 0 0 0 0 0 0 3 14
New Extreme-Value Dependance Measures and Finance Applications 0 0 0 211 1 1 7 793
New Extreme-Value Dependence Measures and Finance Applications 0 0 0 360 0 0 2 827
Total Working Papers 1 1 3 636 3 8 34 1,742

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 1 60 0 0 2 288
Belief rule-based system for portfolio optimisation with nonlinear cash-flows and constraints 0 0 0 4 0 2 5 47
Credit contagion in the presence of non-normal shocks 0 0 0 7 1 1 3 51
Estimating dynamic copula dependence using intraday data 0 0 0 17 1 1 3 75
Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications 2 3 3 516 3 6 17 1,051
Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns 2 2 21 380 6 11 56 936
Forecasting Volatility in Financial Markets: A Review 0 4 26 340 7 27 119 5,127
Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors 0 2 2 44 0 3 6 183
General equilibrium and preference free model for pricing options under transformed gamma distribution 0 0 0 1 0 1 5 10
Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX 1 1 6 61 3 5 17 243
Market liquidity and institutional trading during the 2007–8 financial crisis 0 0 2 7 0 1 13 66
Modelling S&P 100 volatility: The information content of stock returns 0 1 1 62 0 1 3 154
Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing 0 0 0 9 0 0 2 39
Persistence and mean reversion in UK stock returns 0 0 2 31 0 1 4 79
Returns synchronization and daily correlation dynamics between international stock markets 0 2 6 220 3 9 19 562
Stock returns and volatility: An empirical study of the UK stock market 1 5 19 793 2 9 37 1,549
Trading volatility spreads: a test of index option market efficiency 0 0 0 40 0 0 0 99
Total Journal Articles 6 20 89 2,592 26 78 311 10,559

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 5 11 23 246
Total Books 0 0 0 0 5 11 23 246

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 9 0 0 9 26
Markov Chain Monte Carlo with particle filtering 1 1 2 8 1 1 3 17
Total Chapters 1 1 2 17 1 1 12 43

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Statistics updated 2021-01-03