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Ser-Huang Poon
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Year
Forecasting volatility in financial markets: A review
SH Poon, CWJ Granger
Journal of economic literature 41 (2), 478-539, 2003
27992003
Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns
BJ Blair, SH Poon, SJ Taylor
Journal of econometrics 105 (1), 5-26, 2001
9162001
Extreme value dependence in financial markets: Diagnostics, models, and financial implications
SH Poon, M Rockinger, J Tawn
The Review of Financial Studies 17 (2), 581-610, 2004
7682004
Financial modeling under non-Gaussian distributions
E Jondeau, SH Poon, M Rockinger
Springer Science & Business Media, 2007
5582007
A practical guide to forecasting financial market volatility
SH Poon
John Wiley & Sons, 2005
4422005
Stock returns and volatility: An empirical study of the UK stock market
SH Poon, SJ Taylor
Journal of banking & finance 16 (1), 37-59, 1992
3731992
Practical issues in forecasting volatility
SH Poon, C Granger
Financial analysts journal 61 (1), 45-56, 2005
3532005
Macroeconomic factors and the UK stock market
SPS Taylor, S Poon
Journal of Business Finance and Accounting 18 (5), 619-36, 1991
3191991
Returns synchronization and daily correlation dynamics between international stock markets
M Martens, SH Poon
Journal of Banking & Finance 25 (10), 1805-1827, 2001
3102001
Forecasting financial market volatility: A review
CWJ Granger, SH Poon
Available at SSRN 268866, 2001
1742001
Modelling extreme-value dependence in international stock markets
SH Poon, M Rockinger, J Tawn
Statistica Sinica, 929-953, 2003
1482003
What does risk-neutral skewness tell us about future stock returns?
PS Stilger, A Kostakis, SH Poon
Management Science 63 (6), 1814-1834, 2017
1322017
High frequency trading and mini flash crashes
A Golub, J Keane, SH Poon
arXiv preprint arXiv:1211.6667, 2012
1302012
Tranching and rating
MJ Brennan, J Hein, SH Poon
European Financial Management 15 (5), 891-922, 2009
1232009
Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX
S Hilal, SH Poon, J Tawn
Journal of Banking & Finance 35 (9), 2374-2387, 2011
852011
Modelling S&P 100 volatility: The information content of stock returns
BJ Blair, SH Poon, SJ Taylor
Journal of banking & finance 25 (9), 1665-1679, 2001
832001
Corporate social responsibility reports: topic analysis and big data approach
I Goloshchapova, SH Poon, M Pritchard, P Reed
The European Journal of Finance 25 (17), 1637-1654, 2019
762019
Asymmetric and crash effects in stock volatility for the S&P 100 index and its constituents
B Blair, SH Poon, SJ Taylor
Applied Financial Economics 12 (5), 319-329, 2002
492002
Machine learning for realised volatility forecasting
E Rahimikia, SH Poon
Available at SSRN 3707796, 2020
482020
Market recognition of differences in earnings persistence: UK evidence
J O'Hanlon, S Poon, RA Yaansah
Journal of Business Finance & Accounting 19 (4), 625-639, 1992
471992
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Articles 1–20