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.
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