Business & Management
Global

Business & Management Experts

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

  • 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]

  • 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

  • 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.

Global Experts from Netherlands

Global Experts in Subject