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)
Andreas Fuster (Swiss Finance Institute, Switzerland)
Nadja van ‘t Hoff (University of Southern Denmark)
Lior Zalmanson (Coller School of Management, Tel Aviv University)
Marco Avella Medina (Columbia University, United States)
Svetlana Bryzgalova (London Business School, United Kingdom)
Konrad Menzel (New York University, United States)
Gabor Pinter (Bank for International Settlements)
Xun Tang (Rice University, United States)
Olgerta Tona and Lisen Selander (University of Gothenburg, Sweden)
Vincent Starck (Ludwig Maximilian University of Munich, Germany)
Victoria Vanasco (Centre de Recerca en Economia Internacional – CREI, Spain)
Morten Nielsen (Aarhus University, Denmark)
Anna Comacchio (University of Venice, Italy)