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)
Nadja van ‘t Hoff (University of Southern Denmark)
Marco Avella Medina (Columbia University, United States)
Konrad Menzel (New York University, United States)
Xun Tang (Rice University, United States)
Vincent Starck (Ludwig Maximilian University of Munich, Germany)
Morten Nielsen (Aarhus University, Denmark)
Bernhard van der Sluis, Simon Donker van Heel , Roby Cremers, Mette Wagenvoort (Erasmus University Rotterdam)