A Brief Curriculum Vitae of Chen Zhou
A complete and printable version is available in PDF
Current Affiliations
05/2019 – now Professor of Mathematical Statistics and Risk Management
Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam
07/2022 – now Quantitative Researcher, Altas Technologies@IMC
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.
Chen, L. Li, D. and Zhou C. (2024+) Distributed inference for tail risks. Statistica Sinica, accepted.
Einmahl, J. and Zhou, C. (2024) Tail copula estimation for heteroscedastic extremes. Econometrics and Statistics, accepted.
Aghbalou, A., Portier, F., Sabourin, A. and Zhou, C. (2024) Tail Inverse Regression: dimension reduction for prediction of extremes. Bernoulli, 30(1), 503-533.