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)
Mirco Rubin (EDHEC Business School, France)
Paul Schneider (Università della Svizzera italiana, Switzerland)
Catherine Doz (Paris School of Economics, France)
Stefan Waldherr (Vrije Universiteit Amsterdam)
Sanne Wøhlk (Aarhus University, Denmark)
Elise Gourier (ESSEC Business School, France)
Alessio Trivella (University of Twente)
Ruben van Beesten (Erasmus University Rotterdam)
Marco Avella Medina (Columbia University, United States)