The following pages link to Ser-Huang Poon (Q221832):
Displaying 9 items.
- Portfolio risk assessment using multivariate extreme value methods (Q482071) (← links)
- Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing (Q488215) (← links)
- Financial modeling under non-Gaussian distributions. (Q855067) (← links)
- Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors (Q1994418) (← links)
- Estimating dynamic copula dependence using intraday data (Q2687886) (← links)
- (Q4450667) (← links)
- Lecture Notes on Continuous Time Finance in Economics (Q4608754) (← links)
- Moneyness, Underlying Asset Volatility, and the Cross-Section of Option Returns (Q5880520) (← links)
- Forecasting S\&P 100 volatility: The incremental information content of implied volatilities and high-frequency index returns (Q5952024) (← links)
