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 1 141 0 0 2 284
Averting Currency Crises: The Pros and Cons of Financial Openness 0 0 0 73 1 2 3 155
Can Financial Openness Help Avoid Currency Crises? 0 0 0 32 0 0 0 113
Estimating Systematic Risk Under Extremely Adverse Market Conditions 0 0 0 56 0 0 1 95
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 2 0 0 1 22
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 1 13 1 1 3 51
Extreme Value Statistics in Semi-Supervised Models 0 0 0 3 0 0 0 12
Extreme Value Statistics in Semi-Supervised Models 0 1 1 14 0 1 1 18
Non-Standard Errors 2 2 3 44 5 12 52 438
Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk 0 0 0 28 0 0 1 107
Spatial Dependence and Space-Time Trend in Extreme Events 0 0 0 5 0 1 1 18
Spatial Dependence and Space-Time Trend in Extreme Events 0 0 0 16 0 0 1 26
Statistics of Heteroscedastic Extremes 0 0 0 0 0 1 1 6
Statistics of Heteroscedastic Extremes 0 0 0 17 0 1 3 59
Testing the Multivariate Regular Variation Model 0 0 0 19 0 0 1 21
Testing the Multivariate Regular Variation Model 0 0 0 0 0 0 0 2
The Extent of Internet Auction Markets 0 0 0 41 0 0 0 238
The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts 0 0 0 125 0 0 1 425
The cross-section of tail risks in stock returns 0 0 0 48 1 1 2 112
The determinants of systemic importance 0 0 0 28 0 0 0 80
The drivers of downside equity tail risk 0 0 0 38 0 1 1 87
The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts 0 1 1 42 0 1 2 154
Why risk is so hard to measure 0 1 2 32 0 2 6 89
Total Working Papers 2 5 9 817 8 24 83 2,612
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 1 9 0 0 6 54
Are Banks Too Big to Fail? Measuring Systemic Importance of Financial Institutions 0 0 3 205 1 4 20 943
Deflation risk in the euro area and central bank credibility 0 0 1 25 0 2 6 80
Dependence structure of risk factors and diversification effects 0 0 1 29 0 1 5 111
Diagnosing the distribution of GARCH innovations 0 0 1 25 1 1 4 93
Did the Crisis Affect Inflation Expectations? 0 0 5 110 0 1 13 401
Estimating Systematic Risk under Extremely Adverse Market Conditions 0 0 2 22 1 2 6 62
Estimation of the marginal expected shortfall: the mean when a related variable is extreme 0 0 0 5 0 0 1 35
Exceedance probability of the integral of a stochastic process 0 0 0 8 0 0 0 57
Existence and consistency of the maximum likelihood estimator for the extreme value index 1 1 1 26 2 2 3 125
Looking at the tail: price-based measures of systemic importance 0 0 0 9 1 1 1 64
Risk Theory: A Heavy Tail Approach 0 0 0 2 0 0 3 16
Statistics of heteroscedastic extremes 0 0 0 1 1 1 1 46
Systematic Tail Risk 1 2 3 42 1 4 6 105
Systemic risk allocation using the asymptotic marginal expected shortfall 0 0 0 5 0 1 4 45
Systemic risk and bank business models 0 2 7 55 1 5 18 190
TAIL DEPENDENCE OF OLS 0 0 0 2 0 0 0 9
Testing the Multivariate Regular Variation Model 0 0 0 3 1 1 2 9
The decomposition of jump risks in individual stock returns 0 0 0 11 0 2 3 61
The extent of the maximum likelihood estimator for the extreme value index 0 0 0 12 0 2 2 52
The impact of imposing capital requirements on systemic risk 0 0 1 28 1 2 4 125
The number of active bidders in internet auctions 0 0 0 2 0 0 0 47
The power of weather 1 1 4 36 1 1 5 121
The simple econometrics of tail dependence 0 0 4 60 0 0 5 145
Trends in Extreme Value Indices 0 0 1 6 0 2 3 13
Total Journal Articles 3 6 35 738 12 35 121 3,009

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Statistics updated 2025-05-12