Invited Plenary and Keynote Talks
- 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
Invited Talks
- 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
Selected Conference Presentations
- 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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