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)
Timo Dimitriadis (Heidelberg University, Germany)
Marco Avella Medina (Columbia University, United States)
Timo Dimitriadis (Heidelberg University, Germany)
Gabriele Mingoli, Simon Donker van Heel
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)
Evgenii Vladimirov
Bernhard van der Sluis, Simon Donker van Heel , Roby Cremers, Mette Wagenvoort (Erasmus University Rotterdam)
Jonathan Roth (Brown University, United States)