Ser-Huang Poon

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Estimating dynamic copula dependence using intraday data Studies in Nonlinear Dynamics & Econometrics	2023-03-07	Paper
Moneyness, Underlying Asset Volatility, and the Cross-Section of Option Returns Review of Finance	2023-03-03	Paper
Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors Journal of Economic Dynamics and Control	2018-11-01	Paper
Advanced finance theories	2018-03-28	Paper
Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing Review of Derivatives Research	2015-01-23	Paper
Portfolio risk assessment using multivariate extreme value methods Extremes	2014-12-19	Paper
Financial modeling under non-Gaussian distributions. Springer Finance	2006-12-27	Paper
scientific article; zbMATH DE number 2042812 (Why is no real title available?)	2004-02-15	Paper
Forecasting S\&P 100 volatility: The incremental information content of implied volatilities and high-frequency index returns Journal of Econometrics	2002-03-06	Paper

Research outcomes over time

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