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)
Simon Donker van Heel, Bernhard van der Sluis , Roby Cremers, Mette Wagenvoort (Erasmus University Rotterdam)
Sven Otto (University of Cologne, Germany)
Roberto Renò (University of Verona, Italy)
Phyllis Wan , Stéphane Girard (Inria Centre, University Grenoble Alpes, France)
Davy Paindaveine (Université Libre de Bruxelles, Belgium)
Christian Hafner (UCL Louvain-la-Neuve, Belgium)
Laurent Ferrara (SKEMA Business School, France)
Mikkel Solvsten (Aarhus University, Denmark)
Elvezio Ronchetti (University of Geneva, Switzerland)
Fabio Trojani (University of Geneva, Switzerland)
Bram van Os
Irina Zviadadze (HEC Paris, France)
Fabian Krüger (Karlsruhe Institute of Technology, Germany)