Narrow search
Showing 1 - 10 of 22
Cover Image
On extreme value statistics : maximum likelihood portfolio optimization extremal rainfall internet auctions
Chen Zhou - 2008
Persistent link: https://www.econbiz.de/10003775890
Cover Image
Dependence structure of risk factors and diversification effects
Chen Zhou - 2009
Persistent link: https://www.econbiz.de/10003865271
Cover Image
Systematic risk under extremely adverse market conditions
Oordt, Maarten van; Chen Zhou - 2011
Persistent link: https://www.econbiz.de/10008901175
Cover Image
Why the microprudential regulation fails? : the impact on systemic risk by imposing a capital requirement
Chen Zhou - 2010
Persistent link: https://www.econbiz.de/10003989182
Cover Image
The simple econometrics of tail dependence
Oordt, Maarten R. C. van; Chen Zhou - 2011
Persistent link: https://www.econbiz.de/10009011307
Cover Image
Why risk is so hard to measure
Daníelsson, Jón; Chen Zhou - 2016
Persistent link: https://www.econbiz.de/10011415993
Cover Image
The number of active bidders in internet auctions
Haan, Laurens de; Vries, Casper G. de; Chen Zhou - In: Journal of economic theory 148 (2013) 4, pp. 1726-1736
Persistent link: https://www.econbiz.de/10009763658
Cover Image
Systematic tail risk
Oordt, Maarten van; Chen Zhou - 2013
Persistent link: https://www.econbiz.de/10010225580
Cover Image
The impact of imposing capital requirements on systemic risk
Chen Zhou - In: Journal of financial stability 9 (2013) 3, pp. 320-329
Persistent link: https://www.econbiz.de/10010236716
Cover Image
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD
Feng, Yuanhua; Chen Zhou - 2013
Persistent link: https://www.econbiz.de/10010194513