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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
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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
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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
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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
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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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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
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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
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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
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Correlation dynamics between international stock markets using synchronous data
Martens, Martin; Poon, Ser-Huang - 1999
Persistent link: https://www.econbiz.de/10001472393
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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