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 0 1 19 303
Averting Currency Crises: The Pros and Cons of Financial Openness 0 0 0 73 1 3 10 165
Can Financial Openness Help Avoid Currency Crises? 0 0 0 32 0 2 14 127
Estimating Systematic Risk Under Extremely Adverse Market Conditions 0 0 1 57 0 1 17 113
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 2 0 1 14 37
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 13 0 1 11 62
Extreme Value Statistics in Semi-Supervised Models 0 0 1 4 0 0 5 17
Extreme Value Statistics in Semi-Supervised Models 0 0 0 14 0 0 9 27
Non-Standard Errors 0 0 0 44 1 8 44 484
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 0 2 10 28
Statistics of Heteroscedastic Extremes 0 0 0 0 0 1 8 15
Statistics of Heteroscedastic Extremes 0 0 0 17 0 2 8 67
Testing the Multivariate Regular Variation Model 0 0 0 0 0 0 6 9
Testing the Multivariate Regular Variation Model 0 0 0 19 0 2 8 30
The Extent of Internet Auction Markets 0 0 0 41 0 0 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 2 13 438
The cross-section of tail risks in stock returns 0 0 0 49 1 1 15 130
The determinants of systemic importance 0 0 0 28 0 3 10 90
The drivers of downside equity tail risk 0 0 0 38 0 0 13 101
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 1 10 101
Total Working Papers 0 0 4 822 4 31 273 2,899
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 0 3 22 76
Are Banks Too Big to Fail? Measuring Systemic Importance of Financial Institutions 0 0 0 205 1 3 23 969
Deflation risk in the euro area and central bank credibility 0 0 0 25 0 1 9 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 0 24 119
Did the Crisis Affect Inflation Expectations? 0 0 1 111 1 2 24 427
Estimating Systematic Risk under Extremely Adverse Market Conditions 0 0 1 23 0 1 12 74
Estimation of the marginal expected shortfall: the mean when a related variable is extreme 0 0 0 5 3 4 12 47
Exceedance probability of the integral of a stochastic process 0 0 0 8 1 3 12 71
Existence and consistency of the maximum likelihood estimator for the extreme value index 0 0 0 26 0 0 8 134
Looking at the tail: price-based measures of systemic importance 0 0 0 9 1 3 11 75
Risk Theory: A Heavy Tail Approach 0 0 1 3 1 1 9 25
Statistics of heteroscedastic extremes 0 0 0 1 1 2 16 63
Systematic Tail Risk 0 0 2 45 0 1 16 123
Systemic risk allocation using the asymptotic marginal expected shortfall 0 0 1 6 1 1 22 68
Systemic risk and bank business models 0 2 5 61 0 4 29 223
TAIL DEPENDENCE OF OLS 0 0 0 2 3 3 10 20
Testing the Multivariate Regular Variation Model 0 0 0 3 0 0 9 19
The decomposition of jump risks in individual stock returns 0 1 1 12 0 1 9 71
The extent of the maximum likelihood estimator for the extreme value index 0 0 0 12 1 2 8 61
The impact of imposing capital requirements on systemic risk 0 0 1 29 1 1 10 137
The number of active bidders in internet auctions 0 0 0 2 1 1 11 60
The power of weather 0 0 0 36 0 2 12 135
The simple econometrics of tail dependence 0 1 1 61 0 2 8 153
Trends in Extreme Value Indices 0 0 0 6 1 1 12 26
Total Journal Articles 0 4 14 755 17 43 346 3,385

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07