Institution: Erasmus Universiteit Rotterdam
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: https://personal.eur.nl/zhou/
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total |
|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 0.67 | 3.02 | 0.00 | 4.36 |
| Last 10 Years | 0.00 | 0.67 | 7.04 | 0.00 | 8.63 |
| All Time | 0.00 | 1.34 | 9.72 | 0.00 | 13.15 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2022 | TAIL DEPENDENCE OF OLS | Econometric Theory | B | 2 |
| 2021 | Systemic risk allocation using the asymptotic marginal expected shortfall | Journal of Banking & Finance | B | 2 |
| 2021 | Testing the Multivariate Regular Variation Model | Journal of Business & Economic Statistics | A | 3 |
| 2021 | Trends in Extreme Value Indices | Journal of the American Statistical Association | B | 2 |
| 2019 | Systemic risk and bank business models | Journal of Applied Econometrics | B | 2 |
| 2019 | Risk Theory: A Heavy Tail Approach. | Journal of the American Statistical Association | B | 1 |
| 2018 | Deflation risk in the euro area and central bank credibility | Economics Letters | C | 4 |
| 2016 | Systematic Tail Risk | Journal of Financial and Quantitative Analysis | B | 2 |
| 2013 | The number of active bidders in internet auctions | Journal of Economic Theory | A | 3 |
| 2012 | The simple econometrics of tail dependence | Economics Letters | C | 2 |
| 2011 | Did the Crisis Affect Inflation Expectations? | International Journal of Central Banking | B | 3 |
| 2010 | Are Banks Too Big to Fail? Measuring Systemic Importance of Financial Institutions | International Journal of Central Banking | B | 1 |