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)
Pauline Rossi (Ecole Polytechnique-CREST, France)
Andreas Fuster (Swiss Finance Institute, Switzerland)
Anna Bindler (University of Cologne, Germany)
Director of Graduate Studies and Students
Nadja van ‘t Hoff (University of Southern Denmark)
Georg Duernecker (Goethe University Frankfurt, Germany)
Katharina Janezic (University of Oxford, United Kingdom)
Megan Haasbroek
Marcos Vera Hernandez (University College London, United Kingdom)
Timo Dimitriadis (Heidelberg University, Germany)
Marco Avella Medina (Columbia University, United States)
Marc Goni (University of Bergen, Norway)
Svetlana Bryzgalova (London Business School, United Kingdom)
Timo Dimitriadis (Heidelberg University, Germany)
Elisa Keller (University of Exeter, United Kingdom)
Gabriele Mingoli, Simon Donker van Heel
Felix Weinhardt (European University Viadrina, Germany)
Konrad Menzel (New York University, United States)
Carola Stapper (University of Cologne, Germany)