Exceedance probability of the integral of a stochastic process. - Ana Ferreira 003; Laurens de Haan; Chen Zhou (J. Multivar. Anal., 2012)

The number of active bidders in internet auctions. - Laurens de Haan; Casper G. de Vries; Chen Zhou (J. Econ. Theory, 2013)

Adapting extreme value statistics to financial time series: dealing with bias and serial dependence. - Laurens de Haan; Cécile Mercadier; Chen Zhou (Finance Stochastics, 2016)