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Chen Zhou
Chen Zhou
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Titel
Zitiert von
Zitiert von
Jahr
Are banks too big to fail? Measuring systemic importance of financial institutions
C Zhou
Measuring Systemic Importance of Financial Institutions (December 1, 2009), 2009
3612009
On spatial extremes: with application to a rainfall problem
TA Buishand, L de Haan, C Zhou
The Annals of Applied Statistics 2 (2), 624-642, 2008
2242008
Did the crisis affect inflation expectations?
G Galati, S Poelhekke, C Zhou
24th issue (Mar 2011) of the International Journal of Central Banking, 2018
1442018
Systematic tail risk
MRC Van Oordt, C Zhou
Journal of Financial and Quantitative Analysis 51 (2), 685-705, 2016
1032016
Estimation of the marginal expected shortfall: the mean when a related variable is extreme
JJ Cai, JHJ Einmahl, L de Haan, C Zhou
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2015
992015
Statistics of heteroscedastic extremes
JHJ Einmahl, L de Haan, C Zhou
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2016
902016
Existence and consistency of the maximum likelihood estimator for the extreme value index
C Zhou
Journal of Multivariate Analysis 100 (4), 794-815, 2009
762009
The impact of imposing capital requirements on systemic risk
C Zhou
Journal of Financial Stability 9 (3), 320-329, 2013
71*2013
'Too Big to Fail'or'Too Non-Traditional to Fail'?: The Determinants of Banks' Systemic Importance
K Moore, C Zhou
The Determinants of Banks' Systemic Importance (March 25, 2013), 2013
64*2013
The power of weather
C Huurman, F Ravazzolo, C Zhou
Computational Statistics & Data Analysis 56 (11), 3793-3807, 2012
632012
Systemic risk and bank business models
M van Oordt, C Zhou
Journal of Applied Econometrics 34 (3), 365-384, 2019
622019
Dependence structure of risk factors and diversification effects
C Zhou
Insurance: Mathematics and Economics 46 (3), 531-540, 2010
602010
Bias correction in extreme value statistics with index around zero
JJ Cai, L de Haan, C Zhou
Extremes 16 (2), 173-201, 2013
532013
Diagnosing the distribution of GARCH innovations
P Sun, C Zhou
Journal of Empirical Finance 29, 287-303, 2014
48*2014
Exact and fast simulation of max-stable processes on a compact set using the normalized spectral representation
M Oesting, M Schlather, C Zhou
Bernoulli 24 (2), 1497-1530, 2018
46*2018
Adapting extreme value statistics to financial time series: dealing with bias and serial dependence
L De Haan, C Mercadier, C Zhou
Finance and Stochastics 20 (2), 321-354, 2016
452016
Why risk is so hard to measure
J Danielsson, C Zhou
De Nederlandsche Bank Working Paper, 2016
432016
The extent of the maximum likelihood estimator for the extreme value index
C Zhou
Journal of Multivariate Analysis 101 (4), 971-983, 2010
422010
Extreme residual dependence for random vectors and processes
L De Haan, C Zhou
Advances in Applied Probability 43 (1), 217-242, 2011
362011
Exceedance probability of the integral of a stochastic process
A Ferreira, L de Haan, C Zhou
Journal of Multivariate Analysis 105 (1), 241-257, 2012
282012
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