Metric embeddings of tail correlation matrices
Anja Janssen (Otto-von-Guericke-University Magdeburg, Germany)
- Erasmus Econometric Institute Series
Anja Janssen (Otto-von-Guericke-University Magdeburg, Germany)
Marco Avella Medina (Columbia University, United States)
Bernhard van der Sluis, Simon Donker van Heel , Roby Cremers, Mette Wagenvoort (Erasmus University Rotterdam)
Keynote speakers: Svetlana Bryzgalova (London Business School, United Kingdom), Jianqing Fan (Princeton University, United States), Fabio Trojani (University of Geneva), and Patrick Gagliardini (Università della Svizzera italiana, Swtizerland)
Luuk van Maasakkers