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)
Anna Bindler (University of Cologne, Germany)
Director of Graduate Studies and Students
Megan Haasbroek
Marcos Vera Hernandez (University College London, United Kingdom)
Marco Avella Medina (Columbia University, United States)
Svetlana Bryzgalova (London Business School, United Kingdom)
Timo Dimitriadis (Heidelberg University, Germany)
Elisa Keller (University of Exeter, United Kingdom)
Felix Weinhardt (European University Viadrina, Germany)
Carola Stapper (University of Cologne, Germany)
Tuomas Kosonen (VATT Institute for Economic Research, Finland)
Gabriele Mari (Erasmus University Rotterdam)
Rodrigo R. Soares (Insper Institute of Education and Research, Brazil)
Daniele Nosenzo (Aarhus University, Denmark)
Lorenzo Pozzi
Annalivia Polselli (University of Essex, United Kingdom and visiting-fellow Erasmus University Rotterdam)
Ana Balsa (University of Montevideo, Uruguay)