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 2 8 18 302
Averting Currency Crises: The Pros and Cons of Financial Openness 0 0 0 73 2 2 7 162
Can Financial Openness Help Avoid Currency Crises? 0 0 0 32 3 4 12 125
Estimating Systematic Risk Under Extremely Adverse Market Conditions 0 0 1 57 4 6 17 112
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 13 4 4 10 61
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 2 5 7 14 36
Extreme Value Statistics in Semi-Supervised Models 0 0 1 4 1 2 5 17
Extreme Value Statistics in Semi-Supervised Models 0 0 0 14 2 2 9 27
Non-Standard Errors 0 0 0 44 5 10 38 476
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 16 0 0 4 30
Spatial Dependence and Space-Time Trend in Extreme Events 0 0 0 5 3 4 8 26
Statistics of Heteroscedastic Extremes 0 0 0 0 2 3 8 14
Statistics of Heteroscedastic Extremes 0 0 0 17 2 2 6 65
Testing the Multivariate Regular Variation Model 0 0 0 0 1 3 7 9
Testing the Multivariate Regular Variation Model 0 0 0 19 2 4 7 28
The Extent of Internet Auction Markets 0 0 0 41 2 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 3 4 11 436
The cross-section of tail risks in stock returns 0 0 1 49 5 8 17 129
The determinants of systemic importance 0 0 0 28 1 2 7 87
The drivers of downside equity tail risk 0 0 0 38 2 3 14 101
The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts 0 0 0 42 0 1 7 161
Why risk is so hard to measure 0 0 1 33 1 1 11 100
Total Working Papers 0 0 5 822 52 82 256 2,868
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 9 11 19 73
Are Banks Too Big to Fail? Measuring Systemic Importance of Financial Institutions 0 0 0 205 5 7 23 966
Deflation risk in the euro area and central bank credibility 0 0 0 25 2 2 9 89
Dependence structure of risk factors and diversification effects 0 0 0 29 0 2 7 118
Diagnosing the distribution of GARCH innovations 0 0 1 26 1 2 26 119
Did the Crisis Affect Inflation Expectations? 0 0 1 111 0 2 24 425
Estimating Systematic Risk under Extremely Adverse Market Conditions 0 0 1 23 1 2 11 73
Estimation of the marginal expected shortfall: the mean when a related variable is extreme 0 0 0 5 3 4 8 43
Exceedance probability of the integral of a stochastic process 0 0 0 8 1 2 11 68
Existence and consistency of the maximum likelihood estimator for the extreme value index 0 0 0 26 3 5 9 134
Looking at the tail: price-based measures of systemic importance 0 0 0 9 3 4 8 72
Risk Theory: A Heavy Tail Approach 0 0 1 3 2 4 8 24
Statistics of heteroscedastic extremes 0 0 0 1 1 1 15 61
Systematic Tail Risk 0 0 3 45 4 7 17 122
Systemic risk allocation using the asymptotic marginal expected shortfall 0 0 1 6 8 9 22 67
Systemic risk and bank business models 0 2 4 59 1 10 29 219
TAIL DEPENDENCE OF OLS 0 0 0 2 2 4 8 17
Testing the Multivariate Regular Variation Model 0 0 0 3 2 2 10 19
The decomposition of jump risks in individual stock returns 0 0 0 11 3 3 9 70
The extent of the maximum likelihood estimator for the extreme value index 0 0 0 12 1 1 7 59
The impact of imposing capital requirements on systemic risk 0 0 1 29 1 2 11 136
The number of active bidders in internet auctions 0 0 0 2 4 4 12 59
The power of weather 0 0 0 36 2 4 12 133
The simple econometrics of tail dependence 0 0 0 60 1 1 6 151
Trends in Extreme Value Indices 0 0 0 6 0 2 12 25
Total Journal Articles 0 2 13 751 60 97 333 3,342

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Statistics updated 2026-05-06