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Asset Pricing in Discrete Time...
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51
Slow- and fast-moving information content of CDS spreads : new endogenous systematic factors
Lin, Ming-Tsung
;
Kolokolova, Olga
;
Poon, Ser-Huang
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 136-157
Persistent link: https://www.econbiz.de/10012424932
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52
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:
53
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
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54
A practical guide to forecasting financial market volatility
Poon, Ser-Huang
-
2005
-
Repr.
Persistent link: https://www.econbiz.de/10004824448
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55
Structural credit loss distributions under non-normality
Batiz-Zuk, Enrique
;
Christodoulakis, George A.
;
Poon, …
- In:
The journal of fixed income
23
(
2013
)
1
,
pp. 56-75
Persistent link: https://www.econbiz.de/10009783200
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56
Women on boards and corporate social irresponsibility : evidence from a Granger style reverse causality minimisation procedure
Godfrey, Christopher
;
Hoepner, Andreas G. F.
;
Lin, …
- In:
The European journal of finance
30
(
2024
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014547296
Saved in:
57
New extreme-value dependence measures and finance applications
Poon, Ser-Huang
;
Rockinger, Michael
;
Tawn, Jonathan
-
2001
Persistent link: https://www.econbiz.de/10013423369
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58
Moneyness, underlying asset volatility, and the cross-section of option returns*
Aretz, Kevin
;
Lin, Ming-Tsung
;
Poon, Ser-Huang
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
1
,
pp. 289-323
Persistent link: https://www.econbiz.de/10013543163
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59
Price convergence between credit default swap and put option : new evidence
Chan, Ka Kei
;
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 188-213
Persistent link: https://www.econbiz.de/10014476820
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60
Advanced finance theories
Poon, Ser-Huang
-
2018
Persistent link: https://www.econbiz.de/10014289401
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