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 0 1 11 142
New Extreme-Value Dependance Measures and Finance Applications 0 0 0 0 1 2 6 32
New Extreme-Value Dependance Measures and Finance Applications 0 0 0 213 1 1 25 828
New Extreme-Value Dependence Measures and Finance Applications 0 0 1 364 0 3 10 845
Total Working Papers 0 0 1 647 2 7 52 1,847

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 0 4 7 64
Credit contagion in the presence of non-normal shocks 0 0 0 10 2 3 9 73
Estimating dynamic copula dependence using intraday data 0 0 0 19 0 2 9 92
Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications 1 2 7 553 5 8 27 1,150
Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns 0 1 6 456 2 5 30 1,135
Forecasting Volatility in Financial Markets: A Review 2 5 24 480 14 27 104 5,513
Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors 0 0 1 52 1 8 20 231
General equilibrium and preference free model for pricing options under transformed gamma distribution 0 0 1 2 1 1 11 28
Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX 0 0 1 68 1 4 13 281
Market liquidity and institutional trading during the 2007–8 financial crisis 0 0 0 9 2 3 7 91
Modelling S&P 100 volatility: The information content of stock returns 0 0 0 62 0 2 9 172
Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing 0 0 0 10 0 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 0 3 12 621
Stock returns and volatility: An empirical study of the UK stock market 0 0 3 844 1 3 15 1,657
Trading volatility spreads: a test of index option market efficiency 0 0 0 44 0 1 6 123
Total Journal Articles 3 8 43 2,945 29 79 304 11,696

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 10 295
Total Books 0 0 0 0 0 1 10 295

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

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Statistics updated 2026-06-04