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Poon, Ser-Huang
184
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22
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15
Lin, Ming-Tsung
14
Tawn, Jonathan
14
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11
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9
Kolokolova, Olga
9
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8
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8
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8
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8
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7
Zhang, Dongxu
7
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6
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6
Hein, Julia
6
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6
Taylor, Stephen J.
6
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5
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5
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5
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4
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4
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4
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4
Ruban, Oleg
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3
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ECONIS (ZBW)
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21
Persistence and mean reversion in UK stock returns
Poon, Ser-Huang
- In:
European financial management : the journal of the …
2
(
1996
)
2
,
pp. 169-196
Persistent link: https://www.econbiz.de/10001205668
Saved in:
22
A practical guide to forecasting : financial markets volatility
Poon, Ser-Huang
-
2005
Persistent link: https://www.econbiz.de/10013489917
Saved in:
23
Stock returns and volatility : an empirical study of the UK stock market
Poon, Ser-Huang
- In:
Journal of banking & finance
16
(
1992
)
1
,
pp. 37-59
Persistent link: https://www.econbiz.de/10001330028
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24
New extreme-value dependance measures and finance applications
Poon, Ser-Huang
;
Rockinger, Michael
;
Tawn, Jonathan
-
2001
Persistent link: https://www.econbiz.de/10001564644
Saved in:
25
Modelling S&P 100 volatility : the information content of stock returns
Blair, Bevan J.
;
Poon, Ser-Huang
;
Taylor, Stephen
- In:
Journal of banking & finance
25
(
2001
)
9
,
pp. 1665-1679
Persistent link: https://www.econbiz.de/10001603579
Saved in:
26
Returns synchronization and daily correlation dynamics between international stock markets
Martens, Martin
;
Poon, Ser-Huang
- In:
Journal of banking & finance
25
(
2001
)
10
,
pp. 1805-1827
Persistent link: https://www.econbiz.de/10001608846
Saved in:
27
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
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10001617140
Saved in:
28
Correlation dynamics between international stock markets using synchronous data
Martens, Martin
;
Poon, Ser-Huang
-
1999
Persistent link: https://www.econbiz.de/10001472393
Saved in:
29
Tests of option market efficiency : a high frequency data and common volatility component approach
Poon, Ser-Huang
;
Pope, Peter F.
-
1999
Persistent link: https://www.econbiz.de/10001473012
Saved in:
30
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/10001474534
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