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 1 5 132
New Extreme-Value Dependance Measures and Finance Applications 0 0 0 0 0 0 4 26
New Extreme-Value Dependance Measures and Finance Applications 0 0 1 213 0 1 4 803
New Extreme-Value Dependence Measures and Finance Applications 0 0 1 363 0 0 2 835
Total Working Papers 0 0 2 646 1 2 15 1,796

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 1 1 292
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 0 0 1 64
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 3 5 547 2 5 9 1,125
Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns 0 1 4 450 1 4 15 1,106
Forecasting Volatility in Financial Markets: A Review 4 7 21 460 7 19 54 5,416
Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors 0 0 0 51 0 0 3 211
General equilibrium and preference free model for pricing options under transformed gamma distribution 0 0 0 1 0 0 3 17
Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX 0 0 1 67 0 0 3 268
Market liquidity and institutional trading during the 2007–8 financial crisis 0 0 0 9 0 0 2 84
Modelling S&P 100 volatility: The information content of stock returns 0 0 0 62 1 2 3 164
Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing 0 0 0 10 0 0 2 48
Persistence and mean reversion in UK stock returns 0 0 0 33 0 0 1 101
Returns synchronization and daily correlation dynamics between international stock markets 0 0 3 238 0 1 8 609
Stock returns and volatility: An empirical study of the UK stock market 0 3 9 841 1 6 23 1,643
Trading volatility spreads: a test of index option market efficiency 0 0 1 44 0 0 4 117
Total Journal Articles 5 14 44 2,907 13 38 133 11,405

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 4 285
Total Books 0 0 0 0 0 1 4 285

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 0 1 33
Markov Chain Monte Carlo with particle filtering 0 0 0 13 0 0 0 29
Total Chapters 0 0 0 24 0 0 1 62

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Statistics updated 2025-07-04