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)
Weining Wang (University of Groningen)
Fabio Trojani (University of Geneva, Switzerland)
Karim Moussa
Lutz Kilian (Federal Reserve Bank of Dallas, United States)
Jad Beyhum (KU Leuven, Belgium)
Coen Teulings (Utrecht University)
Max Kasy (University of Oxford, United Kingdom)
Tobias Sichert (Stockholm School of Economics, Sweden)
Xiao Xiao (City, University of London, UK)
Juan Carlos Escanciano (Universidad Carlos III de Madrid, Spain)
Jonathan Roth (Brown University, United States)
Benjamin Holcblat (University of Luxembourg)
Lorenzo Trapani (University in Leicester, United Kingdom)
Davide La Vecchia (University of Geneva, Switzerland)
Timo Schenk
Didier Nibbering (Monash University, Australia)
Senior PhD students