Ser-Huang Poon

Available identifiers

zbMath Open poon.ser-huangWikidataQ41804968 ScholiaQ41804968MaRDI QIDQ221832

List of research outcomes

Publication	Date of Publication	Type
Estimating dynamic copula dependence using intraday data	2023-03-07	Paper
Moneyness, Underlying Asset Volatility, and the Cross-Section of Option Returns	2023-03-03	Paper
Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors	2018-11-01	Paper
Lecture Notes on Continuous Time Finance in Economics	2018-03-28	Paper
Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing	2015-01-23	Paper
Portfolio risk assessment using multivariate extreme value methods	2014-12-19	Paper
Financial modeling under non-Gaussian distributions.	2006-12-27	Paper
https://portal.mardi4nfdi.de/entity/Q4450667	2004-02-15	Paper
Forecasting S\&P 100 volatility: The incremental information content of implied volatilities and high-frequency index returns	2002-03-06	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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