Access Statistics for Chen Zhou

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Too big to fail" or "Too non-traditional to fail"?: The determinants of banks' systemic importance 0 0 1 142 1 3 19 303
Averting Currency Crises: The Pros and Cons of Financial Openness 0 0 0 73 2 4 9 164
Can Financial Openness Help Avoid Currency Crises? 0 0 0 32 0 5 14 127
Estimating Systematic Risk Under Extremely Adverse Market Conditions 0 0 1 57 0 5 18 113
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 13 0 5 11 62
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 2 0 6 14 37
Extreme Value Statistics in Semi-Supervised Models 0 0 1 4 0 1 5 17
Extreme Value Statistics in Semi-Supervised Models 0 0 0 14 0 2 9 27
Non-Standard Errors 0 0 0 44 2 12 43 483
Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk 0 0 0 28 0 0 12 119
Spatial Dependence and Space-Time Trend in Extreme Events 0 0 0 5 1 5 10 28
Spatial Dependence and Space-Time Trend in Extreme Events 0 0 0 16 0 0 4 30
Statistics of Heteroscedastic Extremes 0 0 0 0 0 3 9 15
Statistics of Heteroscedastic Extremes 0 0 0 17 1 4 8 67
Testing the Multivariate Regular Variation Model 0 0 0 0 0 1 6 9
Testing the Multivariate Regular Variation Model 0 0 0 19 0 4 8 30
The Extent of Internet Auction Markets 0 0 0 41 0 2 7 245
The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts 0 0 0 125 1 4 12 437
The cross-section of tail risks in stock returns 0 0 0 49 0 5 15 129
The determinants of systemic importance 0 0 0 28 0 4 10 90
The drivers of downside equity tail risk 0 0 0 38 0 2 14 101
The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts 0 0 0 42 0 0 6 161
Why risk is so hard to measure 0 0 1 33 0 2 11 101
Total Working Papers 0 0 4 822 8 79 274 2,895
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adapting extreme value statistics to financial time series: dealing with bias and serial dependence 0 0 0 9 1 12 22 76
Are Banks Too Big to Fail? Measuring Systemic Importance of Financial Institutions 0 0 0 205 2 7 22 968
Deflation risk in the euro area and central bank credibility 0 0 0 25 0 3 10 90
Dependence structure of risk factors and diversification effects 0 0 0 29 0 1 8 119
Diagnosing the distribution of GARCH innovations 0 0 0 26 0 1 25 119
Did the Crisis Affect Inflation Expectations? 0 0 1 111 0 1 23 426
Estimating Systematic Risk under Extremely Adverse Market Conditions 0 0 1 23 0 2 12 74
Estimation of the marginal expected shortfall: the mean when a related variable is extreme 0 0 0 5 0 4 9 44
Exceedance probability of the integral of a stochastic process 0 0 0 8 1 3 12 70
Existence and consistency of the maximum likelihood estimator for the extreme value index 0 0 0 26 0 3 9 134
Looking at the tail: price-based measures of systemic importance 0 0 0 9 1 5 10 74
Risk Theory: A Heavy Tail Approach 0 0 1 3 0 2 8 24
Statistics of heteroscedastic extremes 0 0 0 1 0 2 15 62
Systematic Tail Risk 0 0 2 45 0 5 16 123
Systemic risk allocation using the asymptotic marginal expected shortfall 0 0 1 6 0 8 21 67
Systemic risk and bank business models 1 2 6 61 3 5 30 223
TAIL DEPENDENCE OF OLS 0 0 0 2 0 2 7 17
Testing the Multivariate Regular Variation Model 0 0 0 3 0 2 9 19
The decomposition of jump risks in individual stock returns 1 1 1 12 1 4 9 71
The extent of the maximum likelihood estimator for the extreme value index 0 0 0 12 0 2 8 60
The impact of imposing capital requirements on systemic risk 0 0 1 29 0 1 11 136
The number of active bidders in internet auctions 0 0 0 2 0 4 12 59
The power of weather 0 0 0 36 0 4 12 135
The simple econometrics of tail dependence 0 1 1 61 0 3 8 153
Trends in Extreme Value Indices 0 0 0 6 0 0 12 25
Total Journal Articles 2 4 15 755 9 86 340 3,368

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Statistics updated 2026-07-10