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~person:"Chen Zhou"
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Chen Zhou
Einmahl, John H. J.
28
Fried, Roland
21
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21
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13
Daouia, Abdelaati
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Haan, Laurens de
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Mishra, SK
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Acemoglu, Daron
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Kumar, Dilip
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Tahbaz-Salehi, Alireza
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Yang, Fan
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van Dijk, Dick
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Beirlant, Jan
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Berggren, Niclas
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Bormann, Carsten
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Dijk, D.J.C. van
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Giudici, Paolo
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Jordahl, Henrik
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ECONIS (ZBW)
23
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23
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23
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1
Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
Saved in:
2
Tail dependence of OLS
Oorschot, Jochem
;
Chen Zhou
- In:
Econometric theory
38
(
2022
)
2
,
pp. 273-300
Persistent link: https://www.econbiz.de/10013187225
Saved in:
3
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 907-919
Persistent link: https://www.econbiz.de/10012653202
Saved in:
4
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:
5
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:
6
Outlier detection in TARGET2 risk indicators
Heijmans, Ronald
;
Chen Zhou
-
2019
Persistent link: https://www.econbiz.de/10011966026
Saved in:
7
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
-
2018
Persistent link: https://www.econbiz.de/10011920524
Saved in:
8
Systemic risk allocation using the asymptotic marginal expected shortfall
Qin, Xiao
;
Chen Zhou
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012820456
Saved in:
9
Estimating systematic risk under extremely adverse market conditions
Oordt, Maarten R. C. van
;
Chen Zhou
- In:
Journal of financial econometrics
17
(
2019
)
3
,
pp. 432–461
Persistent link: https://www.econbiz.de/10012054463
Saved in:
10
Statistics of heteroscedastic extremes
Einmahl, John H. J.
;
Haan, Laurens de
;
Chen Zhou
-
2014
Persistent link: https://www.econbiz.de/10010395089
Saved in:
11
Looking at the tail : price-based measures of systemic importance
Chen Zhou
;
Tarashev, Nikola A.
- In:
BIS quarterly review : international banking and …
(
2013
),
pp. 47-61
Persistent link: https://www.econbiz.de/10009753817
Saved in:
12
Systemic risk allocation for systems with a small number of banks
Qin, Xiao
;
Chen Zhou
-
2013
Persistent link: https://www.econbiz.de/10009746621
Saved in:
13
Systematic tail risk
Oordt, Maarten van
;
Chen Zhou
-
2013
Persistent link: https://www.econbiz.de/10010225580
Saved in:
14
Systematic risk under extremely adverse market conditions
Oordt, Maarten van
;
Chen Zhou
-
2011
Persistent link: https://www.econbiz.de/10008901175
Saved in:
15
The simple econometrics of tail dependence
Oordt, Maarten R. C. van
;
Chen Zhou
-
2011
Persistent link: https://www.econbiz.de/10009011307
Saved in:
16
Adapting extreme value statistics to financial time series : dealing with bias and serial dependence
Haan, Laurens de
;
Mercadier, Cécile
;
Chen Zhou
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 321-354
Persistent link: https://www.econbiz.de/10011471063
Saved in:
17
Dependence structure of risk factors and diversification effects
Chen Zhou
-
2009
Persistent link: https://www.econbiz.de/10003865271
Saved in:
18
Can open capital markets help avoid currency crises?
Garita, Gus
;
Chen Zhou
-
2009
Persistent link: https://www.econbiz.de/10003806070
Saved in:
19
Are banks too big to fail?
Chen Zhou
-
2009
Persistent link: https://www.econbiz.de/10003912748
Saved in:
20
The simple econometrics of tail dependence
Oordt, Maarten R. C. van
;
Chen Zhou
- In:
Economics letters
116
(
2012
)
3
,
pp. 371-373
Persistent link: https://www.econbiz.de/10009674350
Saved in:
21
Discussion of "Are banks too big to fail?"
Straetmans, Stefan
- In:
International journal of central banking : IJCB
6
(
2010
)
4
,
pp. 251-258
Persistent link: https://www.econbiz.de/10008907940
Saved in:
22
Are banks too big to fail? : measuring systemic importance of financial institutions
Chen Zhou
- In:
International journal of central banking : IJCB
6
(
2010
)
4
,
pp. 205-250
Persistent link: https://www.econbiz.de/10008907942
Saved in:
23
On extreme value statistics : maximum likelihood portfolio optimization extremal rainfall internet auctions
Chen Zhou
-
2008
Persistent link: https://www.econbiz.de/10003775890
Saved in:
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