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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Journal of banking & finance"
~person:"Chen Zhou"
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non-identical distributions
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Chen Zhou
Einmahl, John H. J.
30
Čížek, Pavel
25
Hertog, Dirk den
23
Steel, Mark F. J.
21
Kleijnen, Jack P. C.
20
Soest, Arthur van
20
Werker, Bas J. M.
19
Ours, Jan C. van
16
Melenberg, Bertrand
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Drost, Feike C.
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13
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12
Akker, Ramon van den
10
Segers, Johan
10
Prokopczuk, Marcel
8
Ben-Tal, Aharon
7
Croux, Christophe
7
Härdle, Wolfgang
7
Moors, Johannes J. A.
7
Fernández, Carmen
6
Verbeek, Marno
6
Belke, Ansgar
5
Bierens, Herman J.
5
Cherchye, Laurens
5
Eijffinger, Sylvester C. W.
5
Groenendaal, Willem J. van
5
Kapteyn, Arie
5
Min, Byoung-Kyu
5
Rock, Bram de
5
Bera, Anil K.
4
Boldea, Otilia
4
Brekelmans, Ruud
4
Genugten, Ben B. van der
4
Hallin, Marc
4
He, Yi
4
Imbens, Guido
4
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Discussion paper / Center for Economic Research, Tilburg University
Journal of banking & finance
CIE working paper series
2
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1
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1
Econometric theory
1
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1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Tail copula
estimation
for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
Saved in:
2
Extreme value statistics in semi-supervised models
Ahmed, Hanan
;
Einmahl, John H. J.
;
Chen Zhou
-
2021
Persistent link: https://www.econbiz.de/10012439457
Saved in:
3
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
-
2018
Persistent link: https://www.econbiz.de/10011920524
Saved in:
4
Spatial dependence and space-time trends in extreme event
Einmahl, John H. J.
;
Ferreira, Ana
;
Haan, Laurens de
; …
-
2020
Persistent link: https://www.econbiz.de/10012182625
Saved in:
5
Statistics of heteroscedastic extremes
Einmahl, John H. J.
;
Haan, Laurens de
;
Chen Zhou
-
2014
Persistent link: https://www.econbiz.de/10010395089
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