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Zhang, Jing’ AUTHOR PAGE
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E-Mail: jing.zhang@mkmv.com
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Affiliation: Moodys KMV
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CCAR and Beyond Capital Assessment, Stress Testing and Applications 2013
Zhang, Jing
 
Following the global financial crisis, the Comprehensive Capital Analysis Review CCAR has emerged in the US as the most dominant regulatory regime to ...
Change analysis of dynamic copula for measuring dependence in multivariate financial data 2006
Zhang, Jing
Guegan, Dominique
 
Most of the data both in finance and insurance almost always covers a reasonably long period relatively to the provided time horizon, then one may exp...
An Empirical Assessment of Asset Correlation Models 2001
Zeng, Bin
Zhang, Jing
 
With a dataset of weekly returns of more than 27,000 firms diversely distributed in more than40 countries and 61 industries, we examine the out-of-sam...
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