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)
Alessandra Luati (University of Bologna, Italy and Imperial College London, United Kingdom), Sébastien Laurent (Aix-Marseille University, France), and Dick van Dijk (Erasmus University Rotterdam)
Yulong Wang (Syracuse University, United States)
Mirco Rubin (EDHEC Business School, France)
Julia Koh (Tilburg University)
Paul Schneider (Università della Svizzera italiana, Switzerland)
Catherine Doz (Paris School of Economics, France)
Stefan Waldherr (Vrije Universiteit Amsterdam)
Sanne Wøhlk (Aarhus University, Denmark)