Narrow search
Showing 1 - 7 of 7
Cover Image
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. 775-784
Persistent link: https://www.econbiz.de/10009656136
Cover Image
Forecasting S&P 100 volatility : the incremental information content of implied volatilities and high-frequency index returns
Blair, Bevan J.; Poon, Ser-Huang; Taylor, Stephen - In: Journal of econometrics 105 (2001) 1, pp. 5-26
Persistent link: https://www.econbiz.de/10001617140
Cover Image
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
Cover Image
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
Cover Image
Extreme value dependence in financial markets : diagnostics, models, and financial implications
Poon, Ser-Huang; Rockinger, Michael; Twan, Jonathan - In: The review of financial studies 17 (2004) 2, pp. 581-610
Persistent link: https://www.econbiz.de/10002028108
Cover Image
Tests of option market efficiency : a high frequency data and common volatility component approach
Poon, Ser-Huang; Pope, Peter F. - 1999
Persistent link: https://www.econbiz.de/10001473012
Cover Image
Development of hybrid evolutionary algorithms for production scheduling of hot strip mill
Chen, Yu-wang; Lu, Yong-zai; Ge, Ming; Yang, Gen-ke; … - In: Computers & operations research : and their … 39 (2012) 2, pp. 339-349
Persistent link: https://www.econbiz.de/10009348495