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~accessRights:"free"
~language:"eng"
~person:"Chen Zhou"
~subject:"Schätzung"
~subject:"Statistische Verteilung"
~subject:"USA"
~type:"article"
~type:"book"
~type_genre:"Arbeitspapier"
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Chen Zhou
Caporale, Guglielmo Maria
202
Gil-Alaña, Luis A.
142
McAleer, Michael
126
Belke, Ansgar
122
Heckman, James J.
118
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107
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99
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78
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76
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70
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67
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65
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64
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61
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61
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60
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59
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1
Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
Saved in:
2
Extreme value statistics in semi-supervised models
Ahmed, Hanan
;
Einmahl, John H. J.
;
Chen Zhou
-
2021
Persistent link: https://www.econbiz.de/10012439457
Saved in:
3
Spatial dependence and space-time trends in extreme event
Einmahl, John H. J.
;
Ferreira, Ana
;
Haan, Laurens de
; …
-
2020
Persistent link: https://www.econbiz.de/10012182625
Saved in:
4
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
-
2018
Persistent link: https://www.econbiz.de/10011920524
Saved in:
5
Value-at-risk prediction using option-implied risk measures
Schindelhauer, Kai
;
Chen Zhou
-
2018
Persistent link: https://www.econbiz.de/10011920835
Saved in:
6
Statistics of heteroscedastic extremes
Einmahl, John H. J.
;
Haan, Laurens de
;
Chen Zhou
-
2014
Persistent link: https://www.econbiz.de/10010395089
Saved in:
7
Estimation of the marginal expected shortfall : the mean when a related variable is extreme
Cai, Juan-Juan
;
Einmahl, John H. J.
;
Haan, Laurens de
; …
-
2012
Persistent link: https://www.econbiz.de/10009630355
Saved in:
8
Identifying systemically important financial institutions: size and other determinants
Moore, Kyle
;
Chen Zhou
-
2012
Persistent link: https://www.econbiz.de/10009573899
Saved in:
9
Have market views on the sustainability of fiscal burdens influenced monetary authorities' credibility?
Galati, Gabriele
;
Lewis, John
;
Poelhekke, Steven
;
Chen Zhou
-
2011
Persistent link: https://www.econbiz.de/10009240801
Saved in:
10
The simple econometrics of tail dependence
Oordt, Maarten R. C. van
;
Chen Zhou
-
2011
Persistent link: https://www.econbiz.de/10009011307
Saved in:
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