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 11 143
New Extreme-Value Dependance Measures and Finance Applications 0 0 0 213 0 0 24 828
New Extreme-Value Dependance Measures and Finance Applications 0 0 0 0 0 0 6 32
New Extreme-Value Dependence Measures and Finance Applications 0 0 1 364 0 0 10 845
Total Working Papers 0 0 1 647 0 1 51 1,848

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 6 298
Belief rule-based system for portfolio optimisation with nonlinear cash-flows and constraints 0 0 0 4 0 0 7 64
Credit contagion in the presence of non-normal shocks 0 0 0 10 0 1 9 74
Estimating dynamic copula dependence using intraday data 0 0 0 19 0 0 9 92
Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications 0 0 5 553 1 1 24 1,151
Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns 1 2 7 458 3 10 38 1,145
Forecasting Volatility in Financial Markets: A Review 1 4 23 484 13 25 105 5,538
Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors 0 0 0 52 0 1 18 232
General equilibrium and preference free model for pricing options under transformed gamma distribution 0 0 1 2 0 0 9 28
Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX 0 0 1 68 0 0 11 281
Market liquidity and institutional trading during the 2007–8 financial crisis 0 0 0 9 0 0 6 91
Modelling S&P 100 volatility: The information content of stock returns 0 0 0 62 0 1 9 173
Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing 0 0 0 10 0 1 14 63
Persistence and mean reversion in UK stock returns 0 0 0 33 0 1 7 108
Returns synchronization and daily correlation dynamics between international stock markets 0 0 0 238 2 10 22 631
Stock returns and volatility: An empirical study of the UK stock market 0 0 2 844 0 0 11 1,657
Trading volatility spreads: a test of index option market efficiency 0 0 0 44 0 1 7 124
Total Journal Articles 2 6 39 2,951 21 54 312 11,750

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 11 296
Total Books 0 0 0 0 1 1 11 296

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 1 1 7 40
Markov Chain Monte Carlo with particle filtering 0 1 1 14 0 1 3 32
Total Chapters 0 1 1 25 1 2 10 72

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Statistics updated 2026-09-10