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 11 143
New Extreme-Value Dependance Measures and Finance Applications 0 0 0 213 0 1 24 828
New Extreme-Value Dependance Measures and Finance Applications 0 0 0 0 0 1 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 1 3 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 0 0 4 296
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 3 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 1 5 553 0 5 24 1,150
Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns 1 1 6 457 1 9 35 1,142
Forecasting Volatility in Financial Markets: A Review 2 5 23 483 7 26 102 5,525
Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors 0 0 1 52 1 2 19 232
General equilibrium and preference free model for pricing options under transformed gamma distribution 0 0 1 2 0 1 11 28
Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX 0 0 1 68 0 1 12 281
Market liquidity and institutional trading during the 2007–8 financial crisis 0 0 0 9 0 2 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 1 1 7 108
Returns synchronization and daily correlation dynamics between international stock markets 0 0 0 238 1 8 20 629
Stock returns and volatility: An empirical study of the UK stock market 0 0 3 844 0 1 13 1,657
Trading volatility spreads: a test of index option market efficiency 0 0 0 44 1 1 7 124
Total Journal Articles 3 7 40 2,949 12 62 308 11,729

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 0 10 295
Total Books 0 0 0 0 0 0 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 0 6 39
Markov Chain Monte Carlo with particle filtering 1 1 1 14 1 1 3 32
Total Chapters 1 1 1 25 1 1 9 71

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Statistics updated 2026-08-07