Full professor Erasmus School of Economics Econometrics
- Location
- Burg. Oudlaan 50, Rotterdam
- Room
- ET-48
- zhou@ese.eur.nl
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Profile
Chen Zhou is Full Professor of Mathematical Statistics and Risk Management at Econometric Institute with Erasmus School of Economics of Erasmus University Rotterdam. 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.
- X Qin & Chen Zhou (2021) - Systemic risk allocation using the asymptotic marginal expected shortfall - Journal of Banking and Finance, 126 - doi: 10.1016/j.jbankfin.2021.106099 - [link]
- N Nolde & Chen Zhou (2021) - Extreme value analysis for financial risk management - Annual Review of Statistics and Its Application, 8, 217-240 - doi: 10.1146/annurev-statistics-042720-015705
- A Buecher & Chen Zhou (2021) - A Horse Race between the Block Maxima Method and the Peak–over–Threshold Approach - Statistical Science, 36 (3) - doi: 10.1214/20-STS795 - [link]
- Chen Zhou (2020) - Discussion on ‘Graphical models for extremes’ by Sebastian Engelke and Adrien Hitz - Journal of the Royal Statistical Society. Series B. Statistical Methodology, 82 (4), 928-928 - doi: 10.1111/rssb.12355 - [link]
- J Einmahl, F Yang & Chen Zhou (2020) - Testing the multivariate regular variation model - Journal of Business and Economic Statistics, accepted - doi: 10.1080/07350015.2020.1737533
- L De Haan & Chen Zhou (2020) - Trends in extreme value indices - Journal of the American Statistical Association, 116 (535) - doi: 10.1080/01621459.2019.1705307
- Xuan Leng, L Peng, Xing Wang & Chen Zhou (2018) - Endpoint estimation for observations with normal measurement errors - Extremes, 22 (1), 71-96 - doi: 10.1007/s10687-018-0332-x
- Xiao Xiao & Chen Zhou (2018) - The decomposition of jump risks in individual stock returns - Journal of Empirical Finance, 47, 207-228 - doi: 10.1016/j.jempfin.2018.04.002
- Chen Zhou (2018) - Discussion on "Human life is unlimited but short" by Holger Rootzen and Dmitrii Zholud - Extremes, accepted, 1-6 - doi: 10.1007/s10687-018-0322-z
- G Galati, Z Gorge, R Moessner & Chen Zhou (2018) - Deflation risk in the euro area and central bank credibility - Economics Letters, 167, 124-126 - doi: 10.1016/j.econlet.2018.03.028
- M Oesting, M Schlather & Chen Zhou (2018) - Exact and Fast Simulation of Max-Stable Processes on a Compact Set Using the Normalized Spectral Representation - Bernoulli, 24 (2), 1497-1530 - doi: 10.3150/16-BEJ905
- MRC (Maarten) van Oordt & Chen Zhou (2017) - Estimating systematic risk under extremely adverse market conditions - Journal of Financial Econometrics, accepted - doi: 10.1093/jjfinec/nbx033
- Chen Zhou (2017) - Discussion on "Elicitability and backtesting: Perspectives for banking regulation" - Annals of Applied Statistics, 11 (4), 1888-1893 - doi: 10.1214/17-AOAS1041D
- Chen Zhou (2017) - Book review: quantitative risk management: concepts, techniques and tools - Extremes, 20 (2), 489-491 - doi: 10.1007/s10687-017-0286-4
- MRC (Maarten) van Oordt & Chen Zhou (2016) - Systematic tail risk - Journal of Financial and Quantitative Analysis, 51 (2), 685-705 - doi: 10.1017/S0022109016000193
- J Einmahl, L De Haan & Chen Zhou (2016) - Statistics of heteroscedastic extremes - Journal of the Royal Statistical Society. Series B. Statistical Methodology, 78 (1), 31-51 - doi: 10.1111/rssb.12099
- L de Haan, C Mercadier & Chen Zhou (2015) - Adapting extreme value statistics to financial time series: dealing with bias and serial dependence - Finance and Stochastics, 20 (2), 321-354 - doi: 10.1007/s00780-015-0287-6
- J Cai, J Einmahl, L De Haan & Chen Zhou (2014) - Estimation of the marginal expected shortfall: the mean when a related variable is extreme - Journal of the Royal Statistical Society. Series B. Statistical Methodology, 77 (2), 417-442 - doi: 10.1111/rssb.12069
- P Sun & Chen Zhou (2014) - Diagnosing the distribution of GARCH innovations - Journal of Empirical Finance, 29, 287-303 - doi: 10.1016/j.jempfin.2014.08.005
- Chen Zhou (2013) - The impact of imposing capital requirement on systemic risk - Journal of Financial Stability, 9 (3), 320-329 - doi: 10.1016/j.jfs.2013.06.002
- L de Haan, Casper Vries & Chen Zhou (2013) - The number of active bidders in internet auctions - Journal of Economic Theory, 148 (4), 1726-1736 - doi: 10.1016/j.jet.2013.04.017
- CI Huurman, F Ravazzolo & Chen Zhou (2012) - The power of weather - Computational Statistics & Data Analysis, 56 (11), 3793-3807 - doi: 10.2139/ssrn.1341745
- MRC (Maarten) van Oordt & Chen Zhou (2012) - The simple econometrics of tail dependence - Economics Letters, 116 (3), 371-373 - doi: 10.1016/j.econlet.2012.04.016
- J Cai., L de Haan & Chen Zhou (2012) - Bias correction in extreme value statistics with index around zero - Extremes, 16 (2), 173-201 - doi: 10.1007/s10687-012-0158-x
- L de Haan, A Ferreira & Chen Zhou (2011) - Exceedance probability of the integral of a stochastic process - Journal of Multivariate Analysis, 105 (1), 241-257 - doi: 10.1016/j.jmva.2011.08.020
- L de Haan & Chen Zhou (2011) - Extreme residual dependence for random vectors and processes - Advances in Applied Probability, 43 (1), 217-242 - doi: 10.1239/aap/1300198520
- G Galati, S Poelhekke & Chen Zhou (2011) - Did the crisis affect inflation expectations? - International Journal of Central Banking, 7 (1), 167-208
- Chen Zhou (2010) - Are banks too big to fail? Measuring systemic importance of financial institutions - International Journal of Central Banking, 6 (4), 205-250 - doi: 10.2139/ssrn.1546384
- Chen Zhou (2010) - Dependence structure of risk factors and diversification effects - Insurance, 46 (3), 531-540 - doi: 10.1016/j.insmatheco.2010.01.010
- Chen Zhou (2010) - The extent of the maximum likelihood estimator for the extreme value index - Journal of Multivariate Analysis, 101 (4), 971-983 - doi: 10.1016/j.jmva.2009.09.013
- Chen Zhou (2009) - Existence and consistency of the maximum likelihood estimator for the extreme value index - Journal of Multivariate Analysis, 100 (4), 794-815 - doi: 10.1016/j.jmva.2008.08.009
- L de Haan, Casper Vries & Chen Zhou (2009) - The expected payoff to Internet auctions - Extremes, 12 (3), 219-238 - doi: 10.1007/s10687-008-0077-z
- A Buishand, L de Haan & Chen Zhou (2008) - On spatial extremes: with application to a rainfall problem - Annals of Applied Statistics, 2 (2), 624-642 - doi: 10.1214/08-AOAS159
- Chen Zhou (2008) - A 2-step estimator of the extreme value index - Extremes, 11 (3), 281-302 - doi: 10.1007/s10687-008-0058-2
- Casper Vries & Chen Zhou (2006) - Discussion of “Copulas: Tales and facts”, by Thomas Mikosch - Extremes, 9 (1), 23-25 - doi: 10.1007/s10687-006-0017-8
- Chen Zhou (2019) - Book review: Risk Theory: A Heavy Tail Approach - Journal of the American Statistical Association, 114, 1424-1425 - doi: 10.1080/01621459.2019.1662244 - [link]
- MRC (Maarten) van Oordt & Chen Zhou (2015) - Systemic risk of European banks: regulators and markets - Cambridge University Press
- Chen Zhou (2008) - On Extreme Value Statistics - EUR
- Chen Zhou & N Tarashev (2013) - Looking at the tail: price-based measures of systemic importance - Bank for International Settlement
- X Qin & Chen Zhou (2021) - Systemic risk allocation using the asymptotic marginal expected shortfall - Journal of Banking and Finance, 126 - doi: 10.1016/j.jbankfin.2021.106099 - [link]
- N Nolde & Chen Zhou (2021) - Extreme value analysis for financial risk management - Annual Review of Statistics and Its Application, 8, 217-240 - doi: 10.1146/annurev-statistics-042720-015705
- A Buecher & Chen Zhou (2021) - A Horse Race between the Block Maxima Method and the Peak–over–Threshold Approach - Statistical Science, 36 (3) - doi: 10.1214/20-STS795 - [link]
- Chen Zhou (2020) - Discussion on ‘Graphical models for extremes’ by Sebastian Engelke and Adrien Hitz - Journal of the Royal Statistical Society. Series B. Statistical Methodology, 82 (4), 928-928 - doi: 10.1111/rssb.12355 - [link]
- J Einmahl, F Yang & Chen Zhou (2020) - Testing the multivariate regular variation model - Journal of Business and Economic Statistics, accepted - doi: 10.1080/07350015.2020.1737533
- L De Haan & Chen Zhou (2020) - Trends in extreme value indices - Journal of the American Statistical Association, 116 (535) - doi: 10.1080/01621459.2019.1705307
- Xuan Leng, L Peng, Xing Wang & Chen Zhou (2018) - Endpoint estimation for observations with normal measurement errors - Extremes, 22 (1), 71-96 - doi: 10.1007/s10687-018-0332-x
- Xiao Xiao & Chen Zhou (2018) - The decomposition of jump risks in individual stock returns - Journal of Empirical Finance, 47, 207-228 - doi: 10.1016/j.jempfin.2018.04.002
- Chen Zhou (2018) - Discussion on "Human life is unlimited but short" by Holger Rootzen and Dmitrii Zholud - Extremes, accepted, 1-6 - doi: 10.1007/s10687-018-0322-z
- G Galati, Z Gorge, R Moessner & Chen Zhou (2018) - Deflation risk in the euro area and central bank credibility - Economics Letters, 167, 124-126 - doi: 10.1016/j.econlet.2018.03.028
- M Oesting, M Schlather & Chen Zhou (2018) - Exact and Fast Simulation of Max-Stable Processes on a Compact Set Using the Normalized Spectral Representation - Bernoulli, 24 (2), 1497-1530 - doi: 10.3150/16-BEJ905
- MRC (Maarten) van Oordt & Chen Zhou (2017) - Estimating systematic risk under extremely adverse market conditions - Journal of Financial Econometrics, accepted - doi: 10.1093/jjfinec/nbx033
- Chen Zhou (2017) - Discussion on "Elicitability and backtesting: Perspectives for banking regulation" - Annals of Applied Statistics, 11 (4), 1888-1893 - doi: 10.1214/17-AOAS1041D
- Chen Zhou (2017) - Book review: quantitative risk management: concepts, techniques and tools - Extremes, 20 (2), 489-491 - doi: 10.1007/s10687-017-0286-4
- MRC (Maarten) van Oordt & Chen Zhou (2016) - Systematic tail risk - Journal of Financial and Quantitative Analysis, 51 (2), 685-705 - doi: 10.1017/S0022109016000193
- J Einmahl, L De Haan & Chen Zhou (2016) - Statistics of heteroscedastic extremes - Journal of the Royal Statistical Society. Series B. Statistical Methodology, 78 (1), 31-51 - doi: 10.1111/rssb.12099
- L de Haan, C Mercadier & Chen Zhou (2015) - Adapting extreme value statistics to financial time series: dealing with bias and serial dependence - Finance and Stochastics, 20 (2), 321-354 - doi: 10.1007/s00780-015-0287-6
- J Cai, J Einmahl, L De Haan & Chen Zhou (2014) - Estimation of the marginal expected shortfall: the mean when a related variable is extreme - Journal of the Royal Statistical Society. Series B. Statistical Methodology, 77 (2), 417-442 - doi: 10.1111/rssb.12069
- P Sun & Chen Zhou (2014) - Diagnosing the distribution of GARCH innovations - Journal of Empirical Finance, 29, 287-303 - doi: 10.1016/j.jempfin.2014.08.005
- Chen Zhou (2013) - The impact of imposing capital requirement on systemic risk - Journal of Financial Stability, 9 (3), 320-329 - doi: 10.1016/j.jfs.2013.06.002
- L de Haan, Casper Vries & Chen Zhou (2013) - The number of active bidders in internet auctions - Journal of Economic Theory, 148 (4), 1726-1736 - doi: 10.1016/j.jet.2013.04.017
- CI Huurman, F Ravazzolo & Chen Zhou (2012) - The power of weather - Computational Statistics & Data Analysis, 56 (11), 3793-3807 - doi: 10.2139/ssrn.1341745
- MRC (Maarten) van Oordt & Chen Zhou (2012) - The simple econometrics of tail dependence - Economics Letters, 116 (3), 371-373 - doi: 10.1016/j.econlet.2012.04.016
- J Cai., L de Haan & Chen Zhou (2012) - Bias correction in extreme value statistics with index around zero - Extremes, 16 (2), 173-201 - doi: 10.1007/s10687-012-0158-x
- L de Haan, A Ferreira & Chen Zhou (2011) - Exceedance probability of the integral of a stochastic process - Journal of Multivariate Analysis, 105 (1), 241-257 - doi: 10.1016/j.jmva.2011.08.020
- L de Haan & Chen Zhou (2011) - Extreme residual dependence for random vectors and processes - Advances in Applied Probability, 43 (1), 217-242 - doi: 10.1239/aap/1300198520
- G Galati, S Poelhekke & Chen Zhou (2011) - Did the crisis affect inflation expectations? - International Journal of Central Banking, 7 (1), 167-208
- Chen Zhou (2010) - Are banks too big to fail? Measuring systemic importance of financial institutions - International Journal of Central Banking, 6 (4), 205-250 - doi: 10.2139/ssrn.1546384
- Chen Zhou (2010) - Dependence structure of risk factors and diversification effects - Insurance, 46 (3), 531-540 - doi: 10.1016/j.insmatheco.2010.01.010
- Chen Zhou (2010) - The extent of the maximum likelihood estimator for the extreme value index - Journal of Multivariate Analysis, 101 (4), 971-983 - doi: 10.1016/j.jmva.2009.09.013
- Chen Zhou (2009) - Existence and consistency of the maximum likelihood estimator for the extreme value index - Journal of Multivariate Analysis, 100 (4), 794-815 - doi: 10.1016/j.jmva.2008.08.009
- L de Haan, Casper Vries & Chen Zhou (2009) - The expected payoff to Internet auctions - Extremes, 12 (3), 219-238 - doi: 10.1007/s10687-008-0077-z
- A Buishand, L de Haan & Chen Zhou (2008) - On spatial extremes: with application to a rainfall problem - Annals of Applied Statistics, 2 (2), 624-642 - doi: 10.1214/08-AOAS159
- Chen Zhou (2008) - A 2-step estimator of the extreme value index - Extremes, 11 (3), 281-302 - doi: 10.1007/s10687-008-0058-2
- Casper Vries & Chen Zhou (2006) - Discussion of “Copulas: Tales and facts”, by Thomas Mikosch - Extremes, 9 (1), 23-25 - doi: 10.1007/s10687-006-0017-8
- X Qin & Chen Zhou (2021) - Systemic risk allocation using the asymptotic marginal expected shortfall - Journal of Banking and Finance, 126 - doi: 10.1016/j.jbankfin.2021.106099 - [link]
- N Nolde & Chen Zhou (2021) - Extreme value analysis for financial risk management - Annual Review of Statistics and Its Application, 8, 217-240 - doi: 10.1146/annurev-statistics-042720-015705
- A Buecher & Chen Zhou (2021) - A Horse Race between the Block Maxima Method and the Peak–over–Threshold Approach - Statistical Science, 36 (3) - doi: 10.1214/20-STS795 - [link]
- Chen Zhou (2020) - Discussion on ‘Graphical models for extremes’ by Sebastian Engelke and Adrien Hitz - Journal of the Royal Statistical Society. Series B. Statistical Methodology, 82 (4), 928-928 - doi: 10.1111/rssb.12355 - [link]
- J Einmahl, F Yang & Chen Zhou (2020) - Testing the multivariate regular variation model - Journal of Business and Economic Statistics, accepted - doi: 10.1080/07350015.2020.1737533
- L De Haan & Chen Zhou (2020) - Trends in extreme value indices - Journal of the American Statistical Association, 116 (535) - doi: 10.1080/01621459.2019.1705307
- Xuan Leng, L Peng, Xing Wang & Chen Zhou (2018) - Endpoint estimation for observations with normal measurement errors - Extremes, 22 (1), 71-96 - doi: 10.1007/s10687-018-0332-x
- Xiao Xiao & Chen Zhou (2018) - The decomposition of jump risks in individual stock returns - Journal of Empirical Finance, 47, 207-228 - doi: 10.1016/j.jempfin.2018.04.002
- Chen Zhou (2018) - Discussion on "Human life is unlimited but short" by Holger Rootzen and Dmitrii Zholud - Extremes, accepted, 1-6 - doi: 10.1007/s10687-018-0322-z
- G Galati, Z Gorge, R Moessner & Chen Zhou (2018) - Deflation risk in the euro area and central bank credibility - Economics Letters, 167, 124-126 - doi: 10.1016/j.econlet.2018.03.028
- M Oesting, M Schlather & Chen Zhou (2018) - Exact and Fast Simulation of Max-Stable Processes on a Compact Set Using the Normalized Spectral Representation - Bernoulli, 24 (2), 1497-1530 - doi: 10.3150/16-BEJ905
- MRC (Maarten) van Oordt & Chen Zhou (2017) - Estimating systematic risk under extremely adverse market conditions - Journal of Financial Econometrics, accepted - doi: 10.1093/jjfinec/nbx033
- Chen Zhou (2017) - Discussion on "Elicitability and backtesting: Perspectives for banking regulation" - Annals of Applied Statistics, 11 (4), 1888-1893 - doi: 10.1214/17-AOAS1041D
- Chen Zhou (2017) - Book review: quantitative risk management: concepts, techniques and tools - Extremes, 20 (2), 489-491 - doi: 10.1007/s10687-017-0286-4
- MRC (Maarten) van Oordt & Chen Zhou (2016) - Systematic tail risk - Journal of Financial and Quantitative Analysis, 51 (2), 685-705 - doi: 10.1017/S0022109016000193
- J Einmahl, L De Haan & Chen Zhou (2016) - Statistics of heteroscedastic extremes - Journal of the Royal Statistical Society. Series B. Statistical Methodology, 78 (1), 31-51 - doi: 10.1111/rssb.12099
- L de Haan, C Mercadier & Chen Zhou (2015) - Adapting extreme value statistics to financial time series: dealing with bias and serial dependence - Finance and Stochastics, 20 (2), 321-354 - doi: 10.1007/s00780-015-0287-6
- J Cai, J Einmahl, L De Haan & Chen Zhou (2014) - Estimation of the marginal expected shortfall: the mean when a related variable is extreme - Journal of the Royal Statistical Society. Series B. Statistical Methodology, 77 (2), 417-442 - doi: 10.1111/rssb.12069
- P Sun & Chen Zhou (2014) - Diagnosing the distribution of GARCH innovations - Journal of Empirical Finance, 29, 287-303 - doi: 10.1016/j.jempfin.2014.08.005
- Chen Zhou (2013) - The impact of imposing capital requirement on systemic risk - Journal of Financial Stability, 9 (3), 320-329 - doi: 10.1016/j.jfs.2013.06.002
- L de Haan, Casper Vries & Chen Zhou (2013) - The number of active bidders in internet auctions - Journal of Economic Theory, 148 (4), 1726-1736 - doi: 10.1016/j.jet.2013.04.017
- CI Huurman, F Ravazzolo & Chen Zhou (2012) - The power of weather - Computational Statistics & Data Analysis, 56 (11), 3793-3807 - doi: 10.2139/ssrn.1341745
- MRC (Maarten) van Oordt & Chen Zhou (2012) - The simple econometrics of tail dependence - Economics Letters, 116 (3), 371-373 - doi: 10.1016/j.econlet.2012.04.016
- J Cai., L de Haan & Chen Zhou (2012) - Bias correction in extreme value statistics with index around zero - Extremes, 16 (2), 173-201 - doi: 10.1007/s10687-012-0158-x
- L de Haan, A Ferreira & Chen Zhou (2011) - Exceedance probability of the integral of a stochastic process - Journal of Multivariate Analysis, 105 (1), 241-257 - doi: 10.1016/j.jmva.2011.08.020
- L de Haan & Chen Zhou (2011) - Extreme residual dependence for random vectors and processes - Advances in Applied Probability, 43 (1), 217-242 - doi: 10.1239/aap/1300198520
- G Galati, S Poelhekke & Chen Zhou (2011) - Did the crisis affect inflation expectations? - International Journal of Central Banking, 7 (1), 167-208
- Chen Zhou (2010) - Are banks too big to fail? Measuring systemic importance of financial institutions - International Journal of Central Banking, 6 (4), 205-250 - doi: 10.2139/ssrn.1546384
- Chen Zhou (2010) - Dependence structure of risk factors and diversification effects - Insurance, 46 (3), 531-540 - doi: 10.1016/j.insmatheco.2010.01.010
- Chen Zhou (2010) - The extent of the maximum likelihood estimator for the extreme value index - Journal of Multivariate Analysis, 101 (4), 971-983 - doi: 10.1016/j.jmva.2009.09.013
- Chen Zhou (2009) - Existence and consistency of the maximum likelihood estimator for the extreme value index - Journal of Multivariate Analysis, 100 (4), 794-815 - doi: 10.1016/j.jmva.2008.08.009
- L de Haan, Casper Vries & Chen Zhou (2009) - The expected payoff to Internet auctions - Extremes, 12 (3), 219-238 - doi: 10.1007/s10687-008-0077-z
- A Buishand, L de Haan & Chen Zhou (2008) - On spatial extremes: with application to a rainfall problem - Annals of Applied Statistics, 2 (2), 624-642 - doi: 10.1214/08-AOAS159
- Chen Zhou (2008) - A 2-step estimator of the extreme value index - Extremes, 11 (3), 281-302 - doi: 10.1007/s10687-008-0058-2
- Casper Vries & Chen Zhou (2006) - Discussion of “Copulas: Tales and facts”, by Thomas Mikosch - Extremes, 9 (1), 23-25 - doi: 10.1007/s10687-006-0017-8
- Chen Zhou (2019) - Book review: Risk Theory: A Heavy Tail Approach - Journal of the American Statistical Association, 114, 1424-1425 - doi: 10.1080/01621459.2019.1662244 - [link]
- Chen Zhou (2019) - Book review: Risk Theory: A Heavy Tail Approach - Journal of the American Statistical Association, 114, 1424-1425 - doi: 10.1080/01621459.2019.1662244 - [link]
- MRC (Maarten) van Oordt & Chen Zhou (2015) - Systemic risk of European banks: regulators and markets - Cambridge University Press
- MRC (Maarten) van Oordt & Chen Zhou (2015) - Systemic risk of European banks: regulators and markets - Cambridge University Press
- Chen Zhou (2008) - On Extreme Value Statistics - EUR
- Chen Zhou (2008) - On Extreme Value Statistics - EUR
- Chen Zhou & N Tarashev (2013) - Looking at the tail: price-based measures of systemic importance - Bank for International Settlement
- Chen Zhou & N Tarashev (2013) - Looking at the tail: price-based measures of systemic importance - Bank for International Settlement
- Chen Zhou (2015) - Extremes (Journal)
- Chen Zhou (2015) - Extremes (Journal)
- Chen Zhou (2015) - Extremes (Journal)
De Nederlandsche Bank
- Begindatum goedkeuring
- oktober 2019
- Einddatum goedkeuring
- oktober 2022
- Plaats
- AMSTERDAM
- Beschrijving
- Senior Economist
De Nederlandsche Bank
- Begindatum goedkeuring
- oktober 2019
- Einddatum goedkeuring
- oktober 2022
- Plaats
- AMSTERDAM
- Beschrijving
- Senior Economist
Thesis Hub Bachelor Econometrics & OR
- Year
- 2020
- Course Code
- FEB63007
Seminar in Financial Econometrics
- Year
- 2020
- Year Level
- bachelor 3, bachelor 3, bachelor 4
- Course Code
- FEB23013
Quantitative Risk Management
- Level
- master
- Year
- 2020
- Year Level
- master
- Course Code
- FEM21034
Market & Systemic Risk Management
- Level
- Master
- Year
- 2020
- Year Level
- Master
- Course Code
- TI169
Markov Processen
- Year
- 2020
- Year Level
- bachelor 2, pre-master
- Course Code
- FEB22008
Markov Processes
- Year
- 2020
- Year Level
- bachelor 2, bachelor 3, pre-master
- Course Code
- FEB22008X
Estimation and Testing under Sparsity
- Level
- Master
- Year
- 2020
- Year Level
- Master
- Course Code
- TI203
Thesis Hub Bachelor Econometrics & OR
- Year
- 2020
- Course Code
- FEB63007
Seminar in Financial Econometrics
- Year
- 2020
- Year Level
- bachelor 3, bachelor 3, bachelor 4
- Course Code
- FEB23013
Quantitative Risk Management
- Level
- master
- Year
- 2020
- Year Level
- master
- Course Code
- FEM21034
Market & Systemic Risk Management
- Level
- Master
- Year
- 2020
- Year Level
- Master
- Course Code
- TI169
Markov Processen
- Year
- 2020
- Year Level
- bachelor 2, pre-master
- Course Code
- FEB22008
Markov Processes
- Year
- 2020
- Year Level
- bachelor 2, bachelor 3, pre-master
- Course Code
- FEB22008X
Estimation and Testing under Sparsity
- Level
- Master
- Year
- 2020
- Year Level
- Master
- Course Code
- TI203