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)
Marco Avella Medina (Columbia University, United States)
Timo Dimitriadis (Heidelberg University, Germany)
Sven Otto (University of Cologne, Germany)
Roberto Renò (University of Verona, Italy)
Davy Paindaveine (Université Libre de Bruxelles, Belgium)
Laurent Ferrara (SKEMA Business School, France)
Elvezio Ronchetti (University of Geneva, Switzerland)
Fabio Trojani (University of Geneva, Switzerland)
Irina Zviadadze (HEC Paris, France)
Hiroaki Kaido (Boston University, United States)
Bryan Graham (University of California, Berkeley, United States)
Nicola Gnecco (University of Copenhagen, Denmark)
Andrea Vedolin (Boston University, United States)
Robert Miller (Carnegie Mellon University, United States)
Léo Belzile (HEC Montréal, Canada)
Victor Chernozhukov (MIT, United States)
Nazarii Salish (Universidad Carlos III de Madrid, Spain)
Claudia Noack (University of Oxford, United Kingdom)
Matheu Rosenbaum (Ecole Polytechnique, France)