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
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