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Asset Pricing in Discrete Time...
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20
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21
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
Saved in:
22
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:
23
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:
24
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:
25
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:
26
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
Saved in:
27
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
Saved in:
28
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
Saved in:
29
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:
30
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:
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