Multivariate Extreme Value Index: Hill and Moment-Based Estimators
Yves Dominicy (Universite Libre de Bruxelles, Belgium)
- Seminars Econometric Institute
Yves Dominicy (Universite Libre de Bruxelles, Belgium)
Geert Dhaene (KU Leuven), Helmut Farbmacher (Munich Center for the Economics of Aging), Ivan Fernandez-Val (Boston University), Koen Jochmans (Sciences Po), and more
Juan Passadore (Einaudi Institute of Economics and Finance, Italy)
Erik Mohlin (Lund University, Sweden)
Kyle Meng (University of California, Santa Barbara, United States)
Sacha Kapoor (Erasmus University Rotterdam)
Sébastien Roux (Banque de France and Centre de Recherche en Économie et Statistique, France)
Kostas Kounetas (University of Patras, Greece)
Michael Vlassopoulos (University of Southampton, United Kingdom)
Laurent Callot (VU University Amsterdam)
Eduardo Vera-Valdes (Aarhus University, Denmark)
Shuo Xia (Erasmus University Rotterdam)
Lasse Pedersen (Copenhagen Business School, Denmark)
Peter Claeys (Vrije Universiteit Brussel, Belgium)
Joep Lustenhouwer (University of Amsterdam)
David Figlio (Northwestern University, United States)
Enrico C. Perotti (University of Amsterdam)
Tiago Cavalcanti (Cambridge University, United Kingdom)
Lisa Ordonez (University of Arizona, United States)
Bo Cowgill (University Columbia New York, United States)