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)
Fabian Mies (TU Delft)
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)
Jens Jackwerth (University of Konstanz, Germany)