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)
Aureo de Paula (University College London, United Kingdom)
Andrei Zeleneev (University College London, United Kingdom)
Fabian Mies (TU Delft)
Vladislav Morozov (University of Bonn, Germany)
Johannes Schmidt-Hieber (University of Twente)
André B.M. Souza (ESADE Business School, Spain)
Bonsoo Koo (Monash University, Australia)
Jonas Arias (Federal Reserve Bank of Philadelphia, United States)
Marvin N. Wright (Leibniz Institute for Prevention Research and Epidemiology – BIPS & University of Bremen, Germany)
Liang Peng (Georgia State University, United States)
Xinyue Bei (University of Texas at Austin, United States)
Jens Jackwerth (University of Konstanz, Germany)