| Are banks too big to fail? Measuring systemic importance of financial institutions C Zhou Measuring Systemic Importance of Financial Institutions (December 1, 2009), 2009 | 391 | 2009 |
| On spatial extremes: with application to a rainfall problem TA Buishand, L De Haan, C Zhou | 239 | 2008 |
| Did the crisis affect inflation expectations? G Galati, S Poelhekke, C Zhou 24th issue (Mar 2011) of the International Journal of Central Banking, 2018 | 153 | 2018 |
| Systematic tail risk MRC Van Oordt, C Zhou Journal of Financial and Quantitative Analysis 51 (2), 685-705, 2016 | 140 | 2016 |
| Estimation of the marginal expected shortfall: the mean when a related variable is extreme JJ Cai, JHJ Einmahl, L Haan, C Zhou Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2015 | 124 | 2015 |
| Statistics of heteroscedastic extremes JHJ Einmahl, L Haan, C Zhou Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2016 | 117 | 2016 |
| Systemic risk and bank business models M Van Oordt, C Zhou Journal of Applied Econometrics 34 (3), 365-384, 2019 | 90 | 2019 |
| Existence and consistency of the maximum likelihood estimator for the extreme value index C Zhou Journal of Multivariate Analysis 100 (4), 794-815, 2009 | 84 | 2009 |
| The impact of imposing capital requirements on systemic risk C Zhou Journal of Financial Stability 9 (3), 320-329, 2013 | 83* | 2013 |
| The power of weather C Huurman, F Ravazzolo, C Zhou Computational Statistics & Data Analysis 56 (11), 3793-3807, 2012 | 76 | 2012 |
| '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 | 72* | 2013 |
| 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 | 68 | 2016 |
| Dependence structure of risk factors and diversification effects C Zhou Insurance: Mathematics and Economics 46 (3), 531-540, 2010 | 66 | 2010 |
| Why risk is so hard to measure J Danielsson, C Zhou De Nederlandsche Bank Working Paper, 2016 | 59 | 2016 |
| Bias correction in extreme value statistics with index around zero JJ Cai, L de Haan, C Zhou Extremes 16, 173-201, 2013 | 58 | 2013 |
| Diagnosing the distribution of GARCH innovations P Sun, C Zhou Journal of Empirical Finance 29, 287-303, 2014 | 53* | 2014 |
| The extent of the maximum likelihood estimator for the extreme value index C Zhou Journal of Multivariate Analysis 101 (4), 971-983, 2010 | 50 | 2010 |
| Exact and fast simulation of max-stable processes on a compact set using the normalized spectral representation M Oesting, M Schlather, C Zhou | 46* | 2018 |
| A horse race between the block maxima method and the peak–over–threshold approach A Bücher, C Zhou Statistical Science 36 (3), 360-378, 2021 | 41 | 2021 |
| Extreme residual dependence for random vectors and processes L De Haan, C Zhou Advances in Applied Probability 43 (1), 217-242, 2011 | 41 | 2011 |
Maarten R.C. van OordtVrije Universiteit AmsterdamBestätigte E-Mail-Adresse bei vu.nl
