Bayesian Inference and Prediction based on the Peaks Over Threshold Method
Simone Padoan (Bocconi University, Italy)
- Erasmus Econometric Institute Series
Simone Padoan (Bocconi University, Italy)
Maria Grith (Erasmus University Rotterdam)
Lin Shen (INSEAD Fontainebleau, France)
Johannes Wohlfart (University of Cologne, Germany)
Stefan Haefliger (Stockholm School of Economics, Sweden)
Adrien Matray (Harvard University, United States)
Yulong Wang (Syracuse University, United States)
Susan Athey (Stanford University, United States)
Mirco Rubin (EDHEC Business School, France)
Bruno Biais (HEC Paris, France)
Triparna de Vreede (University of South Florida, United States)
Sean Higgins (Northwestern University, United States)
Josha Dekker
Elliott Weder
Julia Koh (Tilburg University)
Dominik Siemon (LUT University, Finland)
Paul Schneider (Università della Svizzera italiana, Switzerland)
Vincenzo Pezone (Tilburg University)
Tina Rozsos
Ahmadreza Marandi (Eindhoven University of Technology)