Ser-Huang Poon
Names
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Ser-Huang |
| last: |
Poon |
Identifer
Contact
Affiliations
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University of Manchester
/ Alliance Manchester Business School
Research profile
author of:
- Forecasting Volatility in Financial Markets: A Review (RePEc:aea:jeclit:v:41:y:2003:i:2:p:478-539)
by Ser-Huang Poon & Clive W.J. Granger - High Frequency Trading and Mini Flash Crashes (RePEc:arx:papers:1211.6667)
by Anton Golub & John Keane & Ser-Huang Poon - Persistence and mean reversion in UK stock returns (RePEc:bla:eufman:v:2:y:1996:i:2:p:169-196)
by Ser‐Huang Poon - Trading volatility spreads: a test of index option market efficiency (RePEc:bla:eufman:v:6:y:2000:i:2:p:235-260)
by Ser‐Huang Poon & Peter, F. Pope - Estimating dynamic copula dependence using intraday data (RePEc:bpj:sndecm:v:19:y:2015:i:4:p:501-529:n:4)
by Grossmass Lidan & Poon Ser-Huang - New Extreme-Value Dependence Measures and Finance Applications (RePEc:cpr:ceprdp:2762)
by Poon, Ser-Huang & Rockinger, Michael & Tawn, Jonathan - New Extreme-Value Dependance Measures and Finance Applications (RePEc:ebg:heccah:0719)
by POON, Ser-Huang & ROCKINGER, Michael & TAWN, Jonathan - Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors (RePEc:eee:dyncon:v:41:y:2014:i:c:p:69-92)
by Lee, Yongwoong & Poon, Ser-Huang - Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns (RePEc:eee:econom:v:105:y:2001:i:1:p:5-26)
by Blair, Bevan J. & Poon, Ser-Huang & Taylor, Stephen J. - Belief rule-based system for portfolio optimisation with nonlinear cash-flows and constraints (RePEc:eee:ejores:v:223:y:2012:i:3:p:775-784)
by Chen, Yu-Wang & Poon, Ser-Huang & Yang, Jian-Bo & Xu, Dong-Ling & Zhang, Dongxu & Acomb, Simon - Market liquidity and institutional trading during the 2007–8 financial crisis (RePEc:eee:finana:v:30:y:2013:i:c:p:86-97)
by Poon, Ser-Huang & Rockinger, Michael & Stathopoulos, Konstantinos - Credit contagion in the presence of non-normal shocks (RePEc:eee:finana:v:37:y:2015:i:c:p:129-139)
by Batiz-Zuk, Enrique & Christodoulakis, George & Poon, Ser-Huang - Stock returns and volatility: An empirical study of the UK stock market (RePEc:eee:jbfina:v:16:y:1992:i:1:p:37-59)
by Poon, Ser-Huang & Taylor, Stephen J. - Returns synchronization and daily correlation dynamics between international stock markets (RePEc:eee:jbfina:v:25:y:2001:i:10:p:1805-1827)
by Martens, Martin & Poon, Ser-Huang - Modelling S&P 100 volatility: The information content of stock returns (RePEc:eee:jbfina:v:25:y:2001:i:9:p:1665-1679)
by Blair, Bevan J. & Poon, Ser-Huang & Taylor, Stephen J. - Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX (RePEc:eee:jbfina:v:35:y:2011:i:9:p:2374-2387)
by Hilal, Sawsan & Poon, Ser-Huang & Tawn, Jonathan - Derivatives pricing with affine models and numerical implementation (RePEc:elg:eechap:14545_6)
by Ke Chen & Ser-Huang Poon - Markov Chain Monte Carlo with particle filtering (RePEc:elg:eechap:14545_7)
by Yongwoong Lee & Ser-Huang Poon - New Extreme-Value Dependance Measures and Finance Applications (RePEc:hal:wpaper:hal-00597018)
by Ser-Huang Poon & Michael Rockinger & J. Tawn - Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing (RePEc:kap:revdev:v:17:y:2014:i:2:p:241-259)
by Luiz Vitiello & Ser-Huang Poon - Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications (RePEc:oup:rfinst:v:17:y:2004:i:2:p:581-610)
by Ser-Huang Poon - Asset Pricing in Discrete Time: A Complete Markets Approach (RePEc:oxp:obooks:9780199271443)
by Poon, Ser-Huang - Asymmetric and crash effects in stock volatility for the S&P 100 index and its constituents (RePEc:taf:apfiec:v:12:y:2002:i:5:p:319-329)
by Bevan Blair & Ser-Huang Poon & Stephen Taylor - General equilibrium and preference free model for pricing options under transformed gamma distribution (RePEc:wly:jfutmk:v:30:y:2010:i:5:p:409-431)
by Luiz Vitiello & Ser‐Huang Poon