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)
Guido Imbens (Stanford University, United States)
Xu Cheng (University of Pennsylvania, United States) and Toru Kitagawa (Brown University, United States)
Elise Gourier (ESSEC Business School, France)
Jean-Marc Robin (Sciences Po, France)
Alessio Trivella (University of Twente)
Rasmus Søndergaard Pedersen (University of Copenhagen, Denmark)
Ruben van Beesten (Erasmus University Rotterdam)
Ben Deaner (University College London, United Kingdom)
Mirco Rubin (EDHEC Business School, France)
Federico Bandi (Johns Hopkins University), Yingying Li (Hong Kong University of Science and Technology), Andrew Patton (Duke University) and Simon Scheidegger (HEC Lausanne)