Option pricing with random risk aversion von Vitiello, Luiz, Poon, Ser-Huang

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Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications von Poon, Ser-Huang, Rockinger, Michael, Tawn, Jonathan

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Forecasting Volatility in Financial Markets: A Review von Poon, Ser-Huang, Clive W. J. Granger

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Distributed data network: a case study of the Indian textile homeworkers von Carpenter, Martin, Poon, Ser-Huang

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Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns von Blair, Bevan J., Poon, Ser-Huang, Taylor, Stephen J.

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Practical Issues in Forecasting Volatility von Poon, Ser-Huang, Granger, Clive

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What Does Risk-Neutral Skewness Tell Us About Future Stock Returns? von Stilger, Przemysław S., Kostakis, Alexandros, Poon, Ser-Huang

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Returns synchronization and daily correlation dynamics between international stock markets von Martens, Martin, Poon, Ser-Huang

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Tranching and Rating von Brennan, Michael J., Hein, Julia, Poon, Ser-Huang

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Too big to ignore? Hedge fund flows and bond yields von Kolokolova, Olga, Lin, Ming-Tsung, Poon, Ser-Huang

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Moneyness, Underlying Asset Volatility, and the Cross-Section of Option Returns von Aretz, Kevin, Lin, Ming-Tsung, Poon, Ser-Huang

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Price convergence between credit default swap and put option: New evidence von Chan, Ka Kei, Kolokolova, Olga, Lin, Ming-Tsung, Poon, Ser-Huang

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The reality of stock market jumps diversification von Chen, Ke, Vitiello, Luiz, Hyde, Stuart, Poon, Ser-Huang

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Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX von Hilal, Sawsan, Poon, Ser-Huang, Tawn, Jonathan

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General equilibrium and preference free model for pricing options under transformed gamma distribution von Vitiello, Luiz, Poon, Ser-Huang

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Market liquidity and institutional trading during the 2007–8 financial crisis von Poon, Ser-Huang, Rockinger, Michael, Stathopoulos, Konstantinos

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Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors von Lee, Yongwoong, Poon, Ser-Huang

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Estimating dynamic copula dependence using intraday data von Grossmass, Lidan, Poon, Ser-Huang

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Portfolio risk assessment using multivariate extreme value methods von Hilal, Sawsan, Poon, Ser-Huang, Tawn, Jonathan

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Belief rule-based system for portfolio optimisation with nonlinear cash-flows and constraints von Chen, Yu-Wang, Poon, Ser-Huang, Yang, Jian-Bo, Xu, Dong-Ling, Zhang, Dongxu, Acomb, Simon

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