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 4 8 136
New Extreme-Value Dependance Measures and Finance Applications 0 0 0 0 0 0 0 26
New Extreme-Value Dependance Measures and Finance Applications 0 0 0 213 3 6 10 810
New Extreme-Value Dependence Measures and Finance Applications 0 1 1 364 3 4 4 839
Total Working Papers 0 1 1 647 7 14 22 1,811

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 3 294
Belief rule-based system for portfolio optimisation with nonlinear cash-flows and constraints 0 0 0 4 0 0 1 57
Credit contagion in the presence of non-normal shocks 0 0 0 10 1 2 4 67
Estimating dynamic copula dependence using intraday data 0 0 0 19 0 0 0 83
Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications 1 2 6 550 4 8 16 1,135
Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns 0 3 5 454 4 11 17 1,118
Forecasting Volatility in Financial Markets: A Review 6 10 27 471 14 30 90 5,463
Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors 0 0 1 52 2 5 9 219
General equilibrium and preference free model for pricing options under transformed gamma distribution 0 1 1 2 1 4 7 23
Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX 1 1 2 68 2 2 7 272
Market liquidity and institutional trading during the 2007–8 financial crisis 0 0 0 9 0 0 2 85
Modelling S&P 100 volatility: The information content of stock returns 0 0 0 62 0 0 3 164
Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing 0 0 0 10 1 2 4 51
Persistence and mean reversion in UK stock returns 0 0 0 33 0 3 4 104
Returns synchronization and daily correlation dynamics between international stock markets 0 0 1 238 1 3 7 612
Stock returns and volatility: An empirical study of the UK stock market 0 0 7 842 0 0 17 1,646
Trading volatility spreads: a test of index option market efficiency 0 0 1 44 0 0 3 117
Total Journal Articles 8 17 51 2,929 30 72 194 11,510

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 3 4 288
Total Books 0 0 0 0 0 3 4 288

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 1 34
Markov Chain Monte Carlo with particle filtering 0 0 0 13 0 0 0 29
Total Chapters 0 0 0 24 0 1 1 63

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Statistics updated 2025-12-06