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Asset Pricing in Discrete Time...
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[Rezension von: Smith, Anthony D., International financial markets]
Poon, Ser-Huang
- In:
The economic journal : the journal of the Royal …
104
(
1994
)
425
,
pp. 967-969
Persistent link: https://www.econbiz.de/10001346452
Saved in:
2
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:
3
A practical guide to forecasting : financial markets volatility
Poon, Ser-Huang
-
2005
Persistent link: https://www.econbiz.de/10013489917
Saved in:
4
A practical guide to forecasting financial market volatility
Poon, Ser-Huang
-
2005
-
Repr.
Persistent link: https://www.econbiz.de/10004824448
Saved in:
5
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:
6
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
Saved in:
7
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
Saved in:
8
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:
9
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:
10
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
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