Ser-Huang Poon

Finance · 2001–2011

A researcher in the Science corpus: 9 papers; trusts 31 researchers and is trusted by 68 researchers here, as inferred from the citation graph.

Subfields

Whom Ser-Huang Poon trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Clive W. J. Granger
  2. Tim Bollerslev
  3. M. Martens
  4. Francis X. Diebold
  5. Robert F. Engle
  6. Kenneth J. Singleton
  7. Jose A. Lopez
  8. Valentina Corradi
  9. P. R. Hansen
  10. Jeff Fleming

Who trusts Ser-Huang Poon overall

  1. James W. Taylor
  2. Eric Zivot
  3. Andrew Gordon Wilson
  4. Dima Alberg
  5. Marco Rocco
  6. Chen Zhou
  7. R. Becker
  8. Whye Loon Tung
  9. Andrew J. Patton
  10. Clive W. J. Granger

Papers from Ser-Huang Poon's perspective

Ordered by how strongly the researchers Ser-Huang Poon trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  3. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  4. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  5. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  6. On the Estimation of Security Price Volatilities from Historical Data
  7. The Pricing of Options and Corporate Liabilities
  8. The Behavior of Stock-Market Prices
  9. Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high frequency index returns
  10. Long Memory and Regime Switching

Their papers