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Taylor, Stephen J.
19
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16
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13
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3
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3
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3
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Employee relations
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Asymmetric and crash effects in stock volatility for the S&P 100 index and its constituents
Blair, Bevan
;
Poon, Ser-Huang
;
Taylor, Stephen J.
- In:
Applied financial economics
12
(
2002
)
5
,
pp. 319-330
Persistent link: https://www.econbiz.de/10007664201
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2
Modelling S&P 100 volatility: The information content of stock returns
Blair, Bevan J.
;
Poon, Ser-Huang
;
Taylor, Stephen J.
- In:
Journal of banking & finance
25
(
2001
)
9
,
pp. 1665-1680
Persistent link: https://www.econbiz.de/10005892365
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3
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 J.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10006772541
Saved in:
4
Forecasting Volatility in Financial Markets
Poon, Ser-Huang
;
Granger, Clive W.J.
- In:
Journal of economic literature
41
(
2003
)
2
,
pp. 478-539
Persistent link: https://www.econbiz.de/10006822065
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5
Taking stock at the new millennium: a study of twelve stock markets
Poon, Ser-Huang
;
Lin, Han
- In:
Managerial finance
27
(
2001
)
1-2
,
pp. 62-81
Persistent link: https://www.econbiz.de/10006564908
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6
RISK MEASUREMENT AND MANAGEMENT - Practical Issues in Forecasting Volatility
Poon, Ser-Huang
;
Granger, Clive
- In:
Financial analysts' journal : FAJ
61
(
2005
)
1
,
pp. 45-56
Persistent link: https://www.econbiz.de/10006240034
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7
Returns synchronization and daily correlation dynamics between international stock markets
Martens, Martin
;
Poon, Ser-Huang
- In:
Journal of banking & finance
25
(
2001
)
10
,
pp. 1805-1828
Persistent link: https://www.econbiz.de/10005892052
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8
Trading Volatility Spreads: A Test of Index Option Market Efficiency
Poon, Ser-Huang
;
Pope, Peter F.
- In:
European financial management : the journal of the …
6
(
2000
)
2
,
pp. 235-260
Persistent link: https://www.econbiz.de/10005955580
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9
STRUCTURAL CREDIT LOSS DISTRIBUTIONS UNDER NON-NORMALITY
Batiz-Zuk, Enrique
;
Christodoulakis, George
;
Poon, Ser-Huang
- In:
The journal of fixed income
23
(
2013
)
1
,
pp. 56-75
Persistent link: https://www.econbiz.de/10010158132
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10
Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications
Poon, Ser-Huang
;
Rockinger, Michael
;
Tawn, Jonathan
- In:
The review of financial studies
17
(
2013
)
2
,
pp. 581-580
Persistent link: https://www.econbiz.de/10010114479
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