Concepedia

Chen Zhou

CZ

Statistics

Publications

41

Citations

1.7K

H-Index

22

Active since

2007

Affiliations

Erasmus University Rotterdam(Current)

De Nederlandsche Bank

Tinbergen Institute

University of Lisbon

Tilburg University

Chen Zhou is an author at Erasmus University Rotterdam specializing in business, extreme value theory, and finance.

Publications per year

2007–2024

41

Publications

41

Are Banks Too Big To Fail? Measuring Systemic Importance of Financial Institutions

Chen Zhou · SSRN Electronic Journal · 2009 · 167 citations · Full text

Business, Finance, Financial Management +17

On spatial extremes: With application to a rainfall problem

T. A. Buishand, Chen Zhou · 2015 · 166 citations

Natural Resources, Hydrology, Meteorology +17

Systematic Tail Risk

Maarten R.C. van Oordt, Chen Zhou · Journal of Financial and Quantitative Analysis · 2016 · 145 citations · Full text

Business, Economics, Finance +15

Integrating Granger Causality and Vector Auto-Regression for Traffic Prediction of Large-Scale WLANs

Zheng Lu, Chen Zhou, Jing Wu et al. · KSII Transactions on Internet and Information Systems · 2016 · 118 citations · Full text

Computing, Information Technology, Forecasting +16

Estimation of the Marginal Expected Shortfall: the Mean When a Related Variable is Extreme

Juan‐Juan Cai, J.H.J. Einmahl, Laurens de Haan et al. · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2014 · 108 citations

Business, Finance, Risk Management +17

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