Biography
Chen Zhou is Full Professor of Mathematical Statistics and Risk Management at Econometric Institute with Erasmus School of Economics of ÌÇÐÄÖ±²¥. His main research areas are extreme value statistics and financial risk management. His work has been published in journals in the fields of statistics, financial econometrics and finance. He teaches in the Bachelor program of Econometrics and Management Science, the MSc program specializing in Quantitative Finance and Tinbergen Institute. He is a member of the Research Advisory Committee of Erasmus School of Economics.
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Work
- Mathijs van Dijk, Albert J. Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus Johannesson, Michael Kirchler, Sebastian Neususs, Michael Razen, Wolf Wagner, Patrick Verwijmeren, Sebastian Vogel, Michel van der Wel, Francesco Mazzola, Antti Yang & Chen Zhou (2024) - - Journal of Finance - doi: -
- H Ahmed, John H.J. Einmahl & Chen Zhou (2024) - - Journal of the American Statistical Association, 120 (549), 291-304 - doi: -
- Anass Aghbalou, François Portier, Anne Sabourin & Chen Zhou (2024) - - Bernoulli, 30 (1), 503-533 - doi: -
- Laurens de Haan & Chen Zhou (2024) - - Journal of the American Statistical Association, 119 (545), 382-393 - doi: -
- John H.J. Einmahl & Chen Zhou (2024) - - Econometrics and Statistics - doi: -
- Jochem Oorschot, Johan Segers & Chen Zhou (2023) - - Electronic Journal of Statistics, 17 (1), 1113-1159 - doi: -
- Liujun Chen, Deyuan Li & Chen Zhou (2022) - - Extremes, 25 (3), 389-416 - doi: -
- Hengxin Cui, Ken Seng Tan, Fan Yang & Chen Zhou (2022) - - Insurance: Mathematics and Economics, 106, 302-325 - doi: -
- Liujun Chen, Deyuan Li & Chen Zhou (2022) - - Biometrika. A Journal for the Statistical Study of Biological Problems, 109 (1), 257-264 - doi: -
- J Einmahl, A Ferreira, L De Haan, C Neves & Chen Zhou (2022) - - Annals of Statistics, 50 (1), 30-52 - doi: -
- Chen Zhou (2022) -
- A Buecher & Chen Zhou (2021) - - Statistical Science, 36 (3), 360-378 - doi: -
- Jochem Oorschot & Chen Zhou (2021) - - Econometric Theory, 38 (2), 273-300 - doi: -
- X Qin & Chen Zhou (2021) - - Journal of Banking and Finance, 126 - doi: -
- N Nolde & Chen Zhou (2021) - - Annual Review of Statistics and Its Application, 8, 217-240 - doi: -
- John H.J. Einmahl, Fan Yang & Chen Zhou (2021) - - Journal of Business and Economic Statistics, 39 (4), 907-919 - doi: -
- Laurens de Haan & Chen Zhou (2020) - - Journal of the American Statistical Association, 116 (535), 1265-1279 - doi: -
- Chen Zhou (2020) - - Journal of the Royal Statistical Society. Series B. Statistical Methodology, 82 (4), 928-928 - doi: -
- Chen Zhou (2015) - Extremes (Journal) (Editor)
Activity: Editorial work › Academic
Altas Technologies
- Start date approval
- September 2022
- End date approval
- September 2025
- Place
- ROTTERDAM
- Description
- Research for investment strategies
