prof.dr. (Chen) C Zhou

prof.dr. (Chen) C Zhou
Full professor Erasmus School of Economics Econometrics
Location
Burg. Oudlaan 50, Rotterdam
Room
ET-48
Email
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.

  • MRC (Maarten) van Oordt & Chen Zhou (2015) - Systemic risk of European banks: regulators and markets - Cambridge University Press

  • Chen Zhou & N Tarashev (2013) - Looking at the tail: price-based measures of systemic importance - Bank for International Settlement

  • Chen Zhou (2015) - Extremes (Journal)

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

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