Concepedia

Ser‐Huang Poon

SP

Statistics

Publications

39

Citations

3.2K

H-Index

21

Active since

1977

Affiliations

University of Manchester(Current)

The Alan Turing Institute

Lancaster University

Manchester University

Turing Institute

Ser‐Huang Poon is an author at University of Manchester specializing in finance, financial economics, and business.

ORCID

Publications per year

1977–2022

39

Publications

39

Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns

Bevan Blair, Ser‐Huang Poon, Stephen J. Taylor · Journal of Econometrics · 2001 · 617 citations

, , +17

Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications

Ser‐Huang Poon, Michael Rockinger, Jonathan A. Tawn · Review of Financial Studies · 2003 · 609 citations

, , +17

Returns synchronization and daily correlation dynamics between international stock markets

Martin Martens, Ser‐Huang Poon · Journal of Banking & Finance · 2001 · 237 citations

, , +16

Practical Issues in Forecasting Volatility

Ser‐Huang Poon, Clive W. J. Granger · Financial Analysts Journal · 2005 · 230 citations

, , +17

Stock returns and volatility: An empirical study of the UK stock market

Ser‐Huang Poon, Stephen J. Taylor · Journal of Banking & Finance · 1992 · 200 citations

, , +16

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