A Brief Curriculum Vitae of Chen Zhou

A complete and printable version is available in PDF

Current Affiliations

11/2015 – now    Senior Economist, Economics and Research Division, De Nederlandsche Bank

01/2016 now    Associate Professor, Erasmus School of Economics, Erasmus University Rotterdam

12/2013 – now    Research Fellow, Tinbergen Institute

Latest Publications

(A complete list of publications is on the page Publications. A list of working papers is on the page Research)

de Haan, L., Mercadier, C. and Zhou, C. (2016) Adapting extreme value statistics to financial time series: dealing with bias and serial dependence. Finance and Stochastics, 20(2), 321-354.

Einmahl, J., de Haan, L. and Zhou, C. (2016) Statistics of heteroskadastic extremes, Journal of the Royal Statistical Society, Series B, 78(1), 31-51.

van Oordt, M.R.C. and Zhou, C. (2016) Systematic tail risk, Journal of Financial and Quantitative Analysis, 51(2), 685-705.

Active Research Grants

(A complete list of all research grants and awards received is in the complete CV)

EUR Fellowship, Erasmus University Rotterdam, 2016-2019

Recent Invited Talks

(A list of all presentations in the last five years is in the complete CV)

Invited talk in the Workshop on Extremes and Risks in Higher Dimensions, Leiden, The Netherlands, Sept 12-16, 2016.

Invited seminar, Bank of Canada, Ottawa, Canada, Aug 4, 2016.

Invited seminar, University of Waterloo, Waterloo, Canada, July 14, 2016.

 

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