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)
Lin Shen (INSEAD Fontainebleau, France)
Andreas Gulyas (University of Mannheim, Germany)
Johannes Wohlfart (University of Cologne, Germany)
Nuno Palma (University Of Manchester, United Kingdom)
Henning Hermes (ifo Institute, Germany)
Heidi Thysen (Norwegian School of Economics, Norway)
Ulrich Schmidt (University of Kiel, Germany)
Jori Korpershoek
Rita Ginja (University of Bergen, Norway)
Giorgio Monti (Tilburg University)
Adrien Matray (Harvard University, United States)
Sergio Galletta (ETH Zurich, Switzerland)
Yulong Wang (Syracuse University, United States)
Susan Athey (Stanford University, United States)
Lucas Bretschger (ETH Zurich and University of Zurich, Switzerland)
Mirco Rubin (EDHEC Business School, France)
Victor Gonzalez-Jimenez
Bruno Biais (HEC Paris, France)