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
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1/2016 – now Associate Professor, Erasmus School of Economics, Erasmus University Rotterdam12/2013 – 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.