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)
Ahmadreza Marandi (Eindhoven University of Technology)
Alessio Trivella (University of Twente)
Ruben van Beesten (Erasmus University Rotterdam)
Angelos Georghiou (University of Cyprus)
Claudia Archetti (ESSEC Business School, Paris)
Dick den Hertog (University of Amsterdam)