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Access Statistics for Ser-Huang Poon

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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 7 128
New Extreme-Value Dependance Measures and Finance Applications 0 0 0 212 0 0 1 799
New Extreme-Value Dependance Measures and Finance Applications 0 0 0 0 0 0 1 22
New Extreme-Value Dependence Measures and Finance Applications 0 0 1 362 0 0 2 833
Total Working Papers 0 0 1 644 0 1 11 1,782

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 0 291
Belief rule-based system for portfolio optimisation with nonlinear cash-flows and constraints 0 0 0 4 0 1 4 56
Credit contagion in the presence of non-normal shocks 0 0 2 10 0 0 4 63
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 0 8 542 0 2 14 1,116
Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns 1 2 7 447 2 7 34 1,093
Forecasting Volatility in Financial Markets: A Review 1 6 20 441 1 9 43 5,366
Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors 0 0 3 51 0 0 5 208
General equilibrium and preference free model for pricing options under transformed gamma distribution 0 0 0 1 0 0 0 14
Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX 0 0 1 66 0 0 5 265
Market liquidity and institutional trading during the 2007–8 financial crisis 0 0 0 9 0 0 5 82
Modelling S&P 100 volatility: The information content of stock returns 0 0 0 62 0 0 2 161
Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing 0 0 0 10 0 0 0 46
Persistence and mean reversion in UK stock returns 0 0 1 33 0 0 2 100
Returns synchronization and daily correlation dynamics between international stock markets 0 1 4 235 0 1 10 601
Stock returns and volatility: An empirical study of the UK stock market 1 1 5 833 1 2 14 1,621
Trading volatility spreads: a test of index option market efficiency 0 0 0 43 0 0 0 113
Total Journal Articles 3 10 51 2,867 4 22 142 11,279

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 2 3 13 284
Total Books 0 0 0 0 2 3 13 284

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 1 1 11 0 2 3 33
Markov Chain Monte Carlo with particle filtering 0 0 0 13 0 0 1 29
Total Chapters 0 1 1 24 0 2 4 62

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Statistics updated 2024-09-04