Correlation Matrices for Tail-Risk Aggregation
Stefan Mittnik (Ludwig Maximilian University of Munich, Germany)
- Econometrics Seminars and Workshop Series
Stefan Mittnik (Ludwig Maximilian University of Munich, Germany)
Gustavo Ventura (Arizona State University, United States)
Zara Sharif (Erasmus University Rotterdam)
Ragan Petrie (George Mason University, United States)
Lucyna Gornicka (University of Amsterdam)
Margarita Tsoutsoura (University of Chicago, United States)
Scott Carrell (University of California Davis, United States)
Nina Leheyda (KU Leuven, Belgium)
Robin Zoutenbier (ESE, Erasmus University Rotterdam)
Alessio Sancetta (Royal Holloway University of London, United Kingdom)
Raman Uppal (EDHEC Business School, France)
Diego Garlaschelli (Leiden University)
Ran Duchin (University of Washington, United States)
Travers Child (University of Amsterdam)
Hans Grönqvist (Stockholm University, Sweden)
Ben Vollaard (Tilburg University)
Armin Schmutzler (UZH University of Zürich, Switzerland)
Adam M. Rosen (University College London, United Kingdom)
Bart Keijsers (ESE, Erasmus University Rotterdam)
Frank Kleibergen (Brown University, United States of America)