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)

van Oordt, M.R.C. and Zhou, C. (2017) Estimating systematic risk under extremely adverse market conditions. Journal of Financial Econometrics, accepted.

 

Zhou, C. (2017) Discussion on "Elicitability and backtesting: Perspectives for banking regulation". Annals of Applied Statistics, accepted.

 

Oesting, M., Schlather, M. and Zhou, C. (2017) Exact and fast simulation of max-stable processes on a compact set using the normalized spectral representation. Bernoulli, forthcoming.

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 two years is in the complete CV)

Invited seminar, KU Leuven, Leuven, Belgium, Nov 23, 2017.

Invited talk in the "Risk Day" conference at ETH Zurich, Zurich, Switzerland, Sept 15, 2017.

Invited talk in the Workshop on Risk Measurement and Regulatory Issues in Business, Montreal, Canada, Sept 11-14, 2017.

 

 

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