Concepedia

Chen Zhou

CZ

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Publications

40

Citations

1.5K

H-Index

21

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, finance, and statistics.

Top concepts

BusinessFinanceStatisticsManagementEconomicsFinancial CrisisFinancial Risk ManagementEngineeringAsset PricingRisk Management

Publications per year

2007–2024

40

Publications

40

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

Chen Zhou · SSRN Electronic Journal · 2009 · 166 citations · Full text

Systematic Tail Risk

Maarten R.C. van Oordt, Chen Zhou · Journal of Financial and Quantitative Analysis · 2016 · 142 citations · Full text

Empirical Finance, Risk Metric, Tail Risk +17

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 · 114 citations · Full text

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 · 106 citations

Empirical Finance, Mathematical Statistic, Marginal Expected Shortfall +16

Statistics of Heteroscedastic Extremes

J.H.J. Einmahl, Laurens de Haan, Chen Zhou · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2014 · 87 citations · Full text

Heteroscedastic Extremes, Volatility Modeling, Engineering +13

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