Dr. (chen) C. Zhou
Associate Professor
Econometrics
Erasmus University Rotterdam
Netherlands
Biography
His research interest: Financial stability; financial regulation; systemic risk; extreme value theory
Research Interest
Econometrics
Publications
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J. Einmahl, L. De Haan & C. Zhou (2016). Statistics of heteroscedastic extremes. Journal of the Royal Statistical Society. Series B. Statistical Methodology, 78 (1), 31-51. doi: http://dx.doi.org/10.1111/rssb.12099[go to publisher's site]
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L. de Haan, C. Mercadier & C. Zhou (2016). Adapting extreme value statistics to financial time series: dealing with bias and serial dependence. Finance and Stochastics, 20 (2), 321-354. doi: http://dx.doi.org/10.1007/s00780-015-0287-6
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M. Oesting, M. Schlather & C. Zhou (2017). Exact and Fast Simulation of Max-Stable Processes on a Compact Set Using the Normalized Spectral Representation. Bernoulli, Accepted.
