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Stock returns and volatility : an empirical study of the UK stock market
Poon, Ser-Huang - In: Journal of banking & finance 16 (1992) 1, pp. 37-59
Persistent link: https://www.econbiz.de/10001330028
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Too big to ignore? : hedge fund flows and bond yields
Kolokolova, Olga; Lin, Ming-Tsung; Poon, Ser-Huang - In: Journal of banking & finance 112 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012225305
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Modelling S&P 100 volatility : the information content of stock returns
Blair, Bevan J.; Poon, Ser-Huang; Taylor, Stephen - In: Journal of banking & finance 25 (2001) 9, pp. 1665-1679
Persistent link: https://www.econbiz.de/10001603579
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Returns synchronization and daily correlation dynamics between international stock markets
Martens, Martin; Poon, Ser-Huang - In: Journal of banking & finance 25 (2001) 10, pp. 1805-1827
Persistent link: https://www.econbiz.de/10001608846
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Hedging the black swan : conditional heteroskedasticity and tail dependence in S&P500 and VIX
Hilal, Sawsan; Poon, Ser-Huang; Tawn, Jonathan - In: Journal of banking & finance 35 (2011) 9, pp. 2374-2387
Persistent link: https://www.econbiz.de/10009247196
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Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX
Hilal, Sawsan; Poon, Ser-Huang; Tawn, Jonathan - In: Journal of banking & finance 35 (2011) 9, pp. 2374-2388
Persistent link: https://www.econbiz.de/10009177942
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Returns synchronization and daily correlation dynamics between international stock markets
Martens, Martin; Poon, Ser-Huang - In: Journal of banking & finance 25 (2001) 10, pp. 1805-1828
Persistent link: https://www.econbiz.de/10005892052
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Modelling S&P 100 volatility: The information content of stock returns
Blair, Bevan J.; Poon, Ser-Huang; Taylor, Stephen J. - In: Journal of banking & finance 25 (2001) 9, pp. 1665-1680
Persistent link: https://www.econbiz.de/10005892365