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The decomposition of jump risks in individual stock returns
Xiao, Xiao; Chen Zhou - In: Journal of empirical finance 47 (2018), pp. 207-228
Persistent link: https://www.econbiz.de/10012103499
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Outlier detection in TARGET2 risk indicators
Heijmans, Ronald; Chen Zhou - 2019
Persistent link: https://www.econbiz.de/10011966026
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Deflation risk in the euro area and central bank credibility
Galati, Gabriele; Gorgi, Zion; Moessner, Richhild; Chen Zhou - In: Economics letters 167 (2018), pp. 124-126
Persistent link: https://www.econbiz.de/10012016514
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Testing the multivariate regular variation model
Einmahl, John H. J.; Yang, Fan; Chen Zhou - 2018
Persistent link: https://www.econbiz.de/10011920524
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Value-at-risk prediction using option-implied risk measures
Schindelhauer, Kai; Chen Zhou - 2018
Persistent link: https://www.econbiz.de/10011920835
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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
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A market-based funding liquidity measure
Chen, Zhou; Lu, Andrea - In: Review of asset pricing studies : RAPS 9 (2019) 2, pp. 356-393
Persistent link: https://www.econbiz.de/10012163343
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Micro-prudential regulation and banks' systemic risk
Haan, Jakob de; Jin, Zhenghao; Chen Zhou - 2019
Persistent link: https://www.econbiz.de/10012116706
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Sustainability reporting in US government and not-for-profit organizations : a descriptive study
Alali, Fatima; Chen, Zhou; Liu, Yue - In: Research on professional responsibility and ethics in … 22 (2019), pp. 57-79
Persistent link: https://www.econbiz.de/10012154222
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Entropy-based implied moments
Xiao, Xiao; Chen Zhou - 2017
Persistent link: https://www.econbiz.de/10011772625