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Using a computational model to understand possible sources of skews in distributions of job performance
Vancouver, Jeffrey B.; Li, Xiaofei; Weinhardt, Justin M.; … - In: Personnel psychology : a journal of applied research 69 (2016) 4, pp. 931-974
Persistent link: https://www.econbiz.de/10011617170
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Systematic risk under extremely adverse market conditions
Oordt, Maarten van; Chen Zhou - 2011
Persistent link: https://www.econbiz.de/10008901175
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The simple econometrics of tail dependence
Oordt, Maarten R. C. van; Chen Zhou - 2011
Persistent link: https://www.econbiz.de/10009011307
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Diagnosing the distribution of GARCH innovations
Sun, Pengfei; Chen Zhou - In: Journal of empirical finance 29 (2014), pp. 287-303
Persistent link: https://www.econbiz.de/10011300465
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The simple econometrics of tail dependence
Oordt, Maarten R. C. van; Chen Zhou - In: Economics letters 116 (2012) 3, pp. 371-373
Persistent link: https://www.econbiz.de/10009674350
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Statistics of heteroscedastic extremes
Einmahl, John H. J.; Haan, Laurens de; Chen Zhou - 2014
Persistent link: https://www.econbiz.de/10010395089
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Tail dependence of OLS
Oorschot, Jochem; Chen Zhou - In: Econometric theory 38 (2022) 2, pp. 273-300
Persistent link: https://www.econbiz.de/10013187225
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Extreme value statistics in semi-supervised models
Ahmed, Hanan; Einmahl, John H. J.; Chen Zhou - 2021
Persistent link: https://www.econbiz.de/10012439457
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Estimating systematic risk under extremely adverse market conditions
Oordt, Maarten R. C. van; Chen Zhou - In: Journal of financial econometrics 17 (2019) 3, pp. 432–461
Persistent link: https://www.econbiz.de/10012054463
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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