- European Central Bank, Frankfurt, October 2019
- 4th International Workshop in Financial Econometrics, Maceio, Brazil, October 2019
- Vienna Congress on Mathematical Finance, Vienna, September 2019
- Workshop on Asset Pricing and Risk Management, National University Singapore, August 2019
- University of Marburg, May 2019
- Conference on Market Microstructure and High-Frequency Data, Stevanovich Center, University of Chicago, April 2019
- CUNEF, Madrid, November 2018
- University of Graz, November 2018
- Erasmus University Rotterdam, May 2018
- International Workshop on New Frontiers in Financial Markets, CUNEF, Madrid, February 2018
- University of Oxford, February 2018
- University of Cologne, December 2017
- Royal Holloway College, University of London, December 2017
- “Financial Econometrics Conference”, Heidelberg University, September 2017
- Conference on “Stochastic Dynamical Models in Mathematical Finance, Econometrics, and Actuarial Sciences”, Lausanne, June 2017
- Conference on “Big Data in Predictive Dynamic Econometric Modeling”, University of Pennsylvania, Philadelphia, May 2017
- Vienna University of Economics and Business, May 2017
- Technical University of Dresden, January 2017
- University of Aarhus, November 2016
- Universita Pompeu Fabra, Barcelona, September 2016
- Humboldt-Universität zu Berlin, September 2016
- Commodity Futures Trading Commission, Washington, September 2016
- Conference on “New Developments in Measuring and Forecasting Financial Volatility”, Durham, September 2016
- Duke University, September 2016
- Bank of Italy, Rome, September 2016
- Symposium on Financial Engineering and Risk Management (FERM), Guangzhou, June 2016
- Karlsruhe Institute of Technology, April 2016
- Lancaster Business School, November 2015
- Conference on “Econometrics of High-Dimensional Risk Networks”, Stevanovich Center, University of Chicago, October 2015
- 2nd International Workshop in Financial Econometrics, Salvador, Brazil, October 2015
- Workshop “The Mathematics and Statistics of Quantitative Risk Management”, Mathematisches Forschungsinstitut Oberwolfach, September 2015
- Vienna Graduate School of Finance, Vienna University of Economics and Business, April 2015
- Oesterreichische Nationalbank, Vienna, April 2015
- Tinbergen Institute, Amsterdam, March 2015
- CREST, Paris, February 2015
- University of Regensburg, January 2015
- Conference “Market Microstructure: Confronting Many Viewpoints”, Paris, December 2014
- Empirical Market Microstructure Conference, University of Cambridge, November 2014
- Vienna University of Economics and Business, October 2014
- Financial Statistics Conference, Stevanovich Center, University of Chicago, September 2014
- HEC Lausanne, September 2014
- Leibniz University Hannover, June 2014
- Workshop "Measuring and Modeling Financial Risk with High Frequency Data", European University Institute, Florence, June 2014
- IESEG School of Management, Paris, May 2014
- University of St. Gallen, 2014
- Institute for Advanced Studies, Vienna, 2014
- Conference "Statistics for Stochastic Processes and Analysis of High Frequency Data", University Pierre and Marie Curie, Paris, 2013
- University of Pennsylvania, Philadelphia, 2013
- Workshop “Measuring and Modeling Financial Risk with High Frequency Data”, European University Institute, Florence, 2013
- Financial Econometrics Conference, Toulouse School of Economics, 2013 (Discussion)
- Landesbank Berlin, January 2013
- 9th International Institute of Forecasters' Workshop, Federal Reserve Bank of San Francisco, 2012
- Oxford Man Institute, 2012
- Fifth Erasmus Liquidity Conference, Erasmus University, Rotterdam, July 2012 (Discussion)
- Financial Econometrics Conference, Toulouse School of Economics, 2012
- CREATES, University of Aarhus, 2011
- Cass Business School, London, 2011
- “Conference on Macro and Financial Economics: Theory and Applications”, Brunel University, 2011
- “Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant”, Toulouse School of Economics (Discussion), 2011
- Ecole Polytechnique Paris, 2011
- University of Manchester, 2011
- Center for Research in Econometric Analysis of Time Series (CREATES), University of Aarhus, 2010
- Symposium on High-Frequency Data, Dortmund, 2010
- University of Leicester, 2010
- Capital Fund Management, Paris, 2010
- Conference on “Volatility and Systemic Risk”, Stern School of Business, New York University, 2010
- University of Melbourne, 2010, 2005
- Market Microstructure Conference, University of Technology, Sydney, 2010
- University of Tasmania, Hobart, 2010
- University of Technology, Sydney, 2010, 2005
- Singapore Management University, 2010
- Leibniz-Universität Hannover, 2009
- Erasmus University Rotterdam, 2009
- University of Würzburg, 2009
- Stevanovich Center – CREATES Conference on “Financial Econometrics and Statistics: Current Themes and New Directions”, Skagen, Denmark, 2009
- University of Valencia, 2009
- Freie Universität Berlin, 2009
- University of Copenhagen, 2008, 2004
- Georg-August Universität Göttingen, 2008
- Deutsche Bundesbank, 2008
- Tilburg University, 2008
- XMU Economics & Finance Workshop, Xiamen University, 2008
- Annual Meeting German Econometric Council, Rauischholzhausen, 2008
- University of Zurich, 2008
- EURANDOM, Eindhoven, 2007
- Sal. Oppenheim, Frankfurt, 2007
- University of Mannheim, 2007
- Aarhus School of Business, 2007
- Humboldt-Princeton Conference, Humboldt-Universität zu Berlin, Berlin, 2007
- COMISEF Workshop “Quantitative Finance”, Birkbeck College, London, 2007
- CCFEA Summer School, University of Essex, 2007
- SITE Workshop on “Economic Analysis of High-Frequency Data and the Impact of Economic News”, Stanford University, 2007
- University of Bonn, 2007
- ESF Workshop “High-Frequency Econometrics and the Analysis of Foreign Exchange Markets, University of Warwick, 2006
- ECARES, Université Libre de Bruxelles, 2005
- Stockholm School of Economics, 2005
- Arne Ryde Workshop in Financial Economics, Lund University, 2005
- Leeds University Business School, 2005
- Workshop “High-Frequency Econometrics and Market Microstructure”, Warwick Business School, 2005
- University of Cologne, 2005
- University of Southern Denmark, 2004
- Copenhagen Business School, Denmark, 2004
- Conference on “Econometric Forecasting and High-Frequency Data Analysis”, National University of Singapore, 2004
- Centre for Economic and Business Research, Copenhagen, 2004
- University of Kiel, 2003
- University of Münster, 2003
- CREST, INSEE, Paris, 2003
- University of Rotterdam, 2003
- University of Sydney, Sydney, 2003
- University of Technology, Sydney, 2003
- Center of Operations Research and Econometrics (CORE), Université Catholique, Louvain-la-Neuve, 2003
Invited Plenary and Keynote Talks
- International Conference on Fintech and Financial Data Science, University College Dublin, September 2019
- 44th Economics Conference, Österreichische Nationalbank, Vienna, May 2017
- Jan Mossin Memorial Symposium on Financial Markets, NHH - Norwegian School of Economics, Bergen, June 2016
- 3rd Symposium on Financial Engineering and ERM, Hitotsubashi University, Tokyo, March 2015
- Conference on Time Series and Financial Econometrics, China Association of Econometrics, Southwestern University of Finance and Economics, Chengdu, October 2012
- Frontiers of Finance Conference", 2012, Warwick Business School, September 2012
- European Central Bank Conference “Financial Stability: Methodological advances and policy issues”, Frankfurt, June 2012
- Conference “Asset and Risk Management in the Aftermath of the Financial Crisis”, Lausanne, January 2011
- Conference “Market Microstructure – Confronting Many Viewpoints”, Paris, December 2010
- 3rd Annual Conference of Society for Financial Econometrics (SoFiE), Melbourne, June 2010
- FERC Conference, Warwick, September 2009
Selected Conference Presentations
- 13th Annual Meeting of the Society for Financial Econometrics, San Diego, June 2021 (online conference)
- 11th Annual Meeting of the Society for Financial Econometrics, Lugano, June 2018
- Annual Meeting of the German Economic Association, Vienna, September 2017
- 10th Annual Meeting of the Society for Financial Econometrics, New York University, June 2017
- Financial Econometrics and Empirical Asset Pricing Conference , Lancaster University, July 2016
- 9th Annual Meeting of the Society for Financial Econometrics, City University, Hong Kong, June 2016
- Econometric Society European Meeting, Toulouse, August 2014
- 7th Annual Meeting of the Society for Financial Econometrics, Rotman School of Management, University of Toronto, June 2014
- Tinbergen-SoFiE Conference "The price of liquidity - the liquidity of price", Tinbergen Institute, University of Amsterdam, 2012
- 4th Annual Meeting of the Society for Financial Econometrics, Chicago, 2011
- SoFiE – CREATES Conference Measuring and Predicting Risk from Financial High-Frequency Data, Aarhus, 2010
- EC^2 Conferences, 2009 (Aarhus), 2003 (London), 2002 (Bologna)
- Econometric Society European Meetings, 2009 (Barcelona), 2006 (Vienna), 2003 (Stockholm), 2002 (Venice), 1999 (Santiago de Compostela)
- Annual Meeting of the Society for Financial Econometrics, 2009 (Geneva)
- 4th World Conference of the International Association for Statistical Computing (IASC), Yokohama, 2008
- International Conference on Price, Liquidity and Credit Risk, University of Konstanz, 2008
- International Symposium on Business and Industrial Statistics, Prague, 2008
- Annual Meetings of the German Economic Association, 2006 (Bayreuth), 2003 (Zurich), 2002 (Innsbruck), 2001 (Magdeburg), 2000 (Berlin), 1999 (Mainz)
- International Conference on High-Frequency Finance, University of Konstanz, 2006
- International Conference on Finance, University of Copenhagen, 2005
- American Eastern Finance Association Meetings, 2005 (Norfolk), 2004 (Mystic)
- Conference on “New Frontiers in Financial Volatility Modelling”, Florence, 2003
- International Conference on “Market Microstructure and High-Frequency Data in Finance”, Sandbjerg, 2001
- International Conference on “The Econometrics of Financial Markets”, Delphi, 2001
- World Congress of the Econometric Society, Seattle, 2000
- Conference of the Swiss Society for Financial Market Research (SGF), Zurich, 2000
- Symposium on Microstructure and High Frequency Data, Paris, 1998
|
