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)
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)
Laurent Ferrara (SKEMA Business School, France)
Elvezio Ronchetti (University of Geneva, Switzerland)
Fabio Trojani (University of Geneva, Switzerland)
Bram van Os
Irina Zviadadze (HEC Paris, France)
Andrea Vedolin (Boston University, United States)
Robert Miller (Carnegie Mellon University, United States)
Keynote speaker: Sydney C. Ludvigson (New York University, United States)
Sydney C. Ludvigson (New York University, United States)
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)