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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:
2
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD
Feng, Yuanhua
;
Chen Zhou
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 349-363
Persistent link: https://www.econbiz.de/10011474104
Saved in:
3
Systematic tail risk
Oordt, Maarten R. C. van
;
Chen Zhou
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
2
,
pp. 685-705
Persistent link: https://www.econbiz.de/10011577523
Saved in:
4
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:
5
Evaluation of agri-product supply chain competitiveness based on extension theory
Yan, Bo
;
Chen, Zhou
;
Li, Hongyuan
- In:
Operational research : an international journal
19
(
2019
)
2
,
pp. 543-570
Persistent link: https://www.econbiz.de/10012127514
Saved in:
6
Deflation risk in the euro area and central bank credibility
Galati, Gabriele
;
Gorgi, Zion
;
Moessner, Richhild
;
Chen Zhou
- In:
Economics letters
167
(
2018
),
pp. 124-126
Persistent link: https://www.econbiz.de/10012016514
Saved in:
7
Sustainability reporting in US government and not-for-profit organizations : a descriptive study
Alali, Fatima
;
Chen, Zhou
;
Liu, Yue
- In:
Research on professional responsibility and ethics in …
22
(
2019
),
pp. 57-79
Persistent link: https://www.econbiz.de/10012154222
Saved in:
8
The decomposition of jump risks in individual stock returns
Xiao, Xiao
;
Chen Zhou
- In:
Journal of empirical finance
47
(
2018
),
pp. 207-228
Persistent link: https://www.econbiz.de/10012103499
Saved in:
9
A market-based funding liquidity measure
Chen, Zhou
;
Lu, Andrea
- In:
Review of asset pricing studies : RAPS
9
(
2019
)
2
,
pp. 356-393
Persistent link: https://www.econbiz.de/10012163343
Saved in:
10
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
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