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 0 4 132
New Extreme-Value Dependance Measures and Finance Applications 0 0 0 0 0 0 1 26
New Extreme-Value Dependance Measures and Finance Applications 0 0 1 213 1 2 6 805
New Extreme-Value Dependence Measures and Finance Applications 1 1 1 364 1 1 2 836
Total Working Papers 1 1 2 647 2 3 13 1,799

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 2 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 0 1 2 65
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 0 1 6 548 0 2 10 1,127
Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns 0 1 4 451 0 1 13 1,107
Forecasting Volatility in Financial Markets: A Review 0 1 20 461 7 24 73 5,440
Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors 0 1 1 52 0 3 5 214
General equilibrium and preference free model for pricing options under transformed gamma distribution 0 0 0 1 0 2 5 19
Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX 0 0 1 67 0 2 5 270
Market liquidity and institutional trading during the 2007–8 financial crisis 0 0 0 9 0 1 3 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 50
Persistence and mean reversion in UK stock returns 0 0 0 33 1 1 2 102
Returns synchronization and daily correlation dynamics between international stock markets 0 0 3 238 0 0 7 609
Stock returns and volatility: An empirical study of the UK stock market 0 1 9 842 0 3 22 1,646
Trading volatility spreads: a test of index option market efficiency 0 0 1 44 0 0 4 117
Total Journal Articles 0 5 45 2,912 11 44 162 11,449

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 1 1 2 286
Total Books 0 0 0 0 1 1 2 286

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

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-10-06