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Theorie
48
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25
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Poon, Ser-Huang
183
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35
Xu, Dong-Ling
31
Yang, Jian-bo
30
Vitiello, Luiz
20
Rockinger, Michael
15
Lin, Ming-Tsung
14
Tawn, Jonathan
14
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14
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12
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9
Kolokolova, Olga
9
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8
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8
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8
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8
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8
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7
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7
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7
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6
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6
Hein, Julia
6
Stathopoulos, Konstantinos
6
Zhang, Dongxu
6
Batiz-Zuk, Enrique
5
Chin, Kwai Sang
5
Chin, Kwai-Sang
5
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5
Guan, Zhenke
5
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5
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5
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5
Taylor, Stephen
5
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4
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51
Derivatives pricing with affine models and numerical implementation
Chen, Mark Ke
;
Poon, Ser-Huang
- In:
Handbook of research methods and applications in …
,
(pp. 148-168)
.
2013
Persistent link: https://www.econbiz.de/10011897397
Saved in:
52
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
Saved in:
53
Credit contagion in the presence of non-normal shocks
Batiz-Zuk, Enrique
;
Christodoulakis, George A.
;
Poon, …
- In:
International review of financial analysis
37
(
2015
),
pp. 129-139
Persistent link: https://www.econbiz.de/10011317232
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
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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56
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:
57
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
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58
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:
59
New extreme-value dependance measures and finance applications
Poon, Ser-Huang
;
Rockinger, Michael
;
Tawn, Jonathan
-
2001
Persistent link: https://www.econbiz.de/10001564644
Saved in:
60
Correlation dynamics between international stock markets using synchronous data
Martens, Martin
;
Poon, Ser-Huang
-
1999
Persistent link: https://www.econbiz.de/10001472393
Saved in:
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