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)
Andreas Fuster (Swiss Finance Institute, Switzerland)
Director of Graduate Studies and Students
Marco Avella Medina (Columbia University, United States)
Svetlana Bryzgalova (London Business School, United Kingdom)
Bernhard van der Sluis, Simon Donker van Heel , Roby Cremers, Mette Wagenvoort (Erasmus University Rotterdam)
Sven Otto (University of Cologne, Germany)
Roberto Renò (University of Verona, Italy)
Davy Paindaveine (Université Libre de Bruxelles, Belgium)
Director of Graduate Program and students
Laurent Ferrara (SKEMA Business School, France)
Elvezio Ronchetti (University of Geneva, Switzerland)
Keynote speakers: Svetlana Bryzgalova (London Business School, United Kingdom), Jianqing Fan (Princeton University, United States), Fabio Trojani (University of Geneva), and Patrick Gagliardini (Università della Svizzera italiana, Swtizerland)
Fabio Trojani (University of Geneva, Switzerland)
Bram van Os
Irina Zviadadze (HEC Paris, France)
Andreas Lanz (University of Basel, Switzerland)
Hong Deng
Zhuoyu Shi , Zhuoyu Shi
Bernhard van der Sluis , Bernard van der Sluis