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The reality of stock market jumps diversification
Chen, Mark Ke
;
Vitiello, Luiz
;
Hyde, Stuart
;
Poon, Ser-Huang
- In:
Journal of international money and finance
86
(
2018
),
pp. 171-188
Persistent link: https://www.econbiz.de/10012000491
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2
A note on the pricing of multivariate contingent claims under a transformed-gamma distribution
Vitiello, Luiz
;
Rebelo, Ivonia
- In:
Review of derivatives research
18
(
2015
)
3
,
pp. 291-300
Persistent link: https://www.econbiz.de/10011477304
Saved in:
3
Estimating dynamic copula dependence using intraday data
Grossmass, Lidan
;
Poon, Ser-Huang
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 501-529
Persistent link: https://www.econbiz.de/10011339412
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4
What does risk-neutral skewness tell us about future stock returns?
Stilger, Przemysław S.
;
Kostakis, Alexandros
;
Poon, …
- In:
Management science : journal of the Institute for …
63
(
2017
)
6
,
pp. 1814-1834
Persistent link: https://www.econbiz.de/10011707251
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5
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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6
Too big to ignore? : hedge fund flows and bond yields
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, Ser-Huang
- In:
Journal of banking & finance
112
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012225305
Saved in:
7
Ultra-short tenor yield curve for intraday trading and settlement
Golub, Anton
;
Grossmass, Lidan
;
Poon, Ser-Huang
- In:
The European journal of finance
27
(
2021
)
4/5
,
pp. 441-459
Persistent link: https://www.econbiz.de/10012484371
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8
Rating-based CDS curves
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, Ser-Huang
- In:
The European journal of finance
25
(
2019
)
7
,
pp. 689-723
Persistent link: https://www.econbiz.de/10012207024
Saved in:
9
Corporate social responsibility reports : topic analysis and big data approach
Goloshchapova, Irina
;
Poon, Ser-Huang
;
Pritchard, Matthew
; …
- In:
The European journal of finance
25
(
2019
)
17
,
pp. 1637-1654
Persistent link: https://www.econbiz.de/10012207135
Saved in:
10
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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