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Poon, Ser-Huang
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3
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1
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OLC EcoSci
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1
Trading Volatility Spreads: A Test of Index Option Market Efficiency
Poon, Ser-Huang
;
Pope, Peter F.
- In:
European financial management : the journal of the …
6
(
2000
)
2
,
pp. 235-260
Persistent link: https://www.econbiz.de/10005955580
Saved in:
2
Taking stock at the new millennium: a study of twelve stock markets
Poon, Ser-Huang
;
Lin, Han
- In:
Managerial finance
27
(
2001
)
1-2
,
pp. 62-81
Persistent link: https://www.econbiz.de/10006564908
Saved in:
3
Tranching and Rating
Brennan, Michaelj
;
Hein, Julia
;
Poon, Ser-Huang
- In:
European financial management : the journal of the …
15
(
2009
)
5
,
pp. 891-922
Persistent link: https://www.econbiz.de/10008322251
Saved in:
4
General equilibrium and preference free model for pricing options under transformed gamma distribution
Vitiello, Luiz
;
Poon, Ser-Huang
- In:
The journal of futures markets
30
(
2010
)
5
,
pp. 409-432
Persistent link: https://www.econbiz.de/10008392000
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5
Asymmetric and crash effects in stock volatility for the S&P 100 index and its constituents
Blair, Bevan
;
Poon, Ser-Huang
;
Taylor, Stephen J.
- In:
Applied financial economics
12
(
2002
)
5
,
pp. 319-330
Persistent link: https://www.econbiz.de/10007664201
Saved in:
6
Belief rule-based system for portfolio optimisation with nonlinear cash-flows and constraints
Chen, Yu-Wang
;
Poon, Ser-Huang
;
Yang, Jian-Bo
;
Xu, Dong-Ling
- In:
European journal of operational research : EJOR
223
(
2012
)
3
,
pp. 775-785
Persistent link: https://www.econbiz.de/10010023404
Saved in:
7
Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications
Poon, Ser-Huang
;
Rockinger, Michael
;
Tawn, Jonathan
- In:
The review of financial studies
17
(
2013
)
2
,
pp. 581-580
Persistent link: https://www.econbiz.de/10010114479
Saved in:
8
STRUCTURAL CREDIT LOSS DISTRIBUTIONS UNDER NON-NORMALITY
Batiz-Zuk, Enrique
;
Christodoulakis, George
;
Poon, Ser-Huang
- In:
The journal of fixed income
23
(
2013
)
1
,
pp. 56-75
Persistent link: https://www.econbiz.de/10010158132
Saved in:
9
RISK MEASUREMENT AND MANAGEMENT - Practical Issues in Forecasting Volatility
Poon, Ser-Huang
;
Granger, Clive
- In:
Financial analysts' journal : FAJ
61
(
2005
)
1
,
pp. 45-56
Persistent link: https://www.econbiz.de/10006240034
Saved in:
10
Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications
Poon, Ser-Huang
- In:
The review of financial studies
17
(
2004
)
2
,
pp. 581
Persistent link: https://www.econbiz.de/10007028576
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