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Fast approximation of loan portfolio loss
Bai, Jenny; Seppälä, Heikki; Poon, Ser-Huang - In: Global credit review 4 (2014), pp. 67-85
Persistent link: https://www.econbiz.de/10010422179
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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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Asymmetric and crash effects in stock volatility for the S&P 100 index and its constituents
Blair, Bevan; Poon, Ser-Huang; Taylor, Stephen - In: Applied financial economics 12 (2002) 5, pp. 319-329
Persistent link: https://www.econbiz.de/10001688802
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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
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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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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