Extremal Graphical Models are Sparse Statistical Models for Multivariate Extreme Events
Stanislav Volgushev (University of Toronto, Canada)
- Seminars Econometric Institute
Stanislav Volgushev (University of Toronto, Canada)
Chang Tan (University of Groningen)
Gregory Phelan (Williams College, United States)
Christine Valente (University of Bristol, United Kingdom)
Jonathan Sicsic (Université Paris Decartes, France)
Marco Pagano (University of Napels, Italy)
Leslie Robinson (Tuck at Darmouth, USA)
Sendhil Mullainathan (University of Chicago, United States)
Julius J. Andersson (Stockholm School of Economics, Sweden)
Gianluca Antonecchia
Giancarlo Corsetti (University of Cambridge, United Kingdom)
Gianluca Antonecchia
Shiyang Huang (HKU, Hong Kong)
Martin Huber (University of Fribourg, Switzerland)
Judd Kessler (Wharton, University of Pennsylvania, United States)
Aidong Zhao (Radboud University)
Simon Mayer
Matthias Doepke (Northwestern University, United States)
Ron Masulis (UNSW, Australia)
Francois Fontaine (Paris School of Economics, France)