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Forecasting S&P 100 volatility...
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Theorie
49
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49
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48
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47
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31
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30
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26
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181
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Poon, Ser-Huang
183
Taylor, Stephen J.
101
Taylor, Stephen
44
Shackleton, Mark B.
21
Vitiello, Luiz
20
Xu, Xinzhong
19
Zhang, Yuanyuan
16
Rockinger, Michael
15
Lin, Ming-Tsung
14
Tawn, Jonathan
14
Wang, Yaw-Huei
11
Blair, Bevan
9
Kolokolova, Olga
9
Martens, Martin
9
Yadav, Pradeep K.
9
Acomb, Simon
8
Chen, Ke
8
Gan, Bing
8
Khan, Aisha
8
Guan, Eric
7
Zhang, Dongxu
7
Granger, Clive W. J.
6
Hein, Julia
6
Stathopoulos, Konstantinos
6
Batiz-Zuk, Enrique
5
Blair, Bevan J.
5
Chang, Yuan-Chen
5
Chang, Yuanchen
5
Golub, Anton
5
Guan, Zhenke
5
Liu, Xiaoquan
5
Nolte, Ingmar
5
Pong, Shiuyan
5
Poon, Ser-huang
5
Stilger, Przemyslaw Stan
5
Yu, Peng
5
Bartram, Söhnke M.
4
Chen, Mark Ke
4
Chen, Yu-Wang
4
Christodoulakis, George
4
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2
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1
HEC Paris (École des Hautes Études Commerciales)
1
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1
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Journal of banking & finance
20
Working papers series / Manchester Business School
12
Journal of Banking & Finance
11
Manchester Business School Working Paper
11
The journal of futures markets
10
Manchester Business School - Research - Working Papers
9
International Journal of Forecasting
6
The European journal of finance
6
European financial management : the journal of the European Financial Management Association
5
Journal of Futures Markets
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
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3
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2
European Financial Management
2
European journal of operational research : EJOR
2
Handbook of Research Methods and Applications in Empirical Finance
2
Handbook of research methods and applications in empirical finance
2
International Review of Financial Analysis
2
International review of financial analysis
2
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2
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2
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2
Journal of international financial markets, institutions & money
2
Journal of international money and finance
2
Manchester Business School - Reserach - Working Papers
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Report / Erasmus Center for Financial Research, Erasmus University
2
The journal of credit risk : published quarterly by Incisive Media
2
The journal of fixed income
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ECONIS (ZBW)
201
RePEc
53
OLC EcoSci
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13
USB Cologne (business full texts)
11
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51
Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors
Lee, Yong Woong
;
Poon, Ser-Huang
- In:
Journal of economic dynamics & control
41
(
2014
),
pp. 69-92
Persistent link: https://www.econbiz.de/10010425019
Saved in:
52
Market liquidity and institutional trading during the 2007 - 8 financial crisis
Poon, Ser-Huang
;
Rockinger, Michael
;
Stathopoulos, …
- In:
International review of financial analysis
30
(
2013
),
pp. 86-97
Persistent link: https://www.econbiz.de/10010459996
Saved in:
53
General equilibrium and risk neutral framework for option pricing with a mixture of distributions
Vitiello, Luiz
;
Poon, Ser-Huang
- In:
The journal of derivatives : the official publication …
15
(
2008
)
4
,
pp. 48-60
Persistent link: https://www.econbiz.de/10003733227
Saved in:
54
Loan portfolio loss models with more flexible asymmetry and tails for Korean banks and a comparison of their regional concentrations
Lee, Yong Woong
;
Poon, Ser-Huang
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
3
,
pp. 118-139
Persistent link: https://www.econbiz.de/10011404418
Saved in:
55
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
Saved in:
56
Forecasting volatility in financial markets : a review
Poon, Ser-Huang
;
Granger, C. W. J.
- In:
Journal of economic literature
41
(
2003
)
2
,
pp. 478-539
Persistent link: https://www.econbiz.de/10001783912
Saved in:
57
Asset pricing in discrete time : a complete markets approach
Poon, Ser-Huang
;
Stapleton, Richard C.
-
2005
-
1. publ.
Persistent link: https://www.econbiz.de/10002064666
Saved in:
58
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
Saved in:
59
Correlation dynamics between international stock markets using synchronous data
Martens, Martin
;
Poon, Ser-Huang
-
1999
Persistent link: https://www.econbiz.de/10001472393
Saved in:
60
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
Saved in:
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