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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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Persistence and mean reversion in UK stock returns
Poon, Ser-Huang - In: European financial management : the journal of the … 2 (1996) 2, pp. 169-196
Persistent link: https://www.econbiz.de/10001205668
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A practical guide to forecasting : financial markets volatility
Poon, Ser-Huang - 2005
Persistent link: https://www.econbiz.de/10013489917
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How efficient are the most liquid futures contracts? : a study of treasury bond futures
Taylor, Stephen
Persistent link: https://www.econbiz.de/10001273586
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Estimating dynamic copula dependence using intraday data
Grossmass, Lidan; Poon, Ser-Huang - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 4, pp. 501-529
Persistent link: https://www.econbiz.de/10011339412
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Markow Chain Monte Carlo with particle filtering
Lee, Yong Woong; Poon, Ser-Huang - In: Handbook of research methods and applications in …, (pp. 169-193). 2013
Persistent link: https://www.econbiz.de/10011897443
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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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Financial modeling under non-Gaussian distributions
Jondeau, Eric; Poon, Ser-Huang; Rockinger, Michael - 2007
Persistent link: https://www.econbiz.de/10003284155
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Modelling financial time series
Taylor, Stephen J. - 1986
Persistent link: https://www.econbiz.de/10000692464
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Distinguishing short and long memory volatility specifications
Pong, Shiuyan; Shackleton, Mark B.; Taylor, Stephen - In: The econometrics journal 11 (2008) 3, pp. 617-637
Persistent link: https://www.econbiz.de/10003802446