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)
Weining Wang (University of Groningen)
Lutz Kilian (Federal Reserve Bank of Dallas, United States)
Coen Teulings (Utrecht University)
Tobias Sichert (Stockholm School of Economics, Sweden)
Xiao Xiao (City, University of London, UK)
Juan Carlos Escanciano (Universidad Carlos III de Madrid, Spain)
Benjamin Holcblat (University of Luxembourg)
Lorenzo Trapani (University in Leicester, United Kingdom)
Davide La Vecchia (University of Geneva, Switzerland)
Didier Nibbering (Monash University, Australia)