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2013
Econometric Society North
American winter meetings, San Diego (January 2013)
Multivariate Time Series Modelling and Forecasting
conference, Monash University (February
2013)
University of Technology
Sydney, Discipline of
Finance (February 2013)
University of New South
Wales, School
of Banking and Finance (February 2013)
University of Sydney, Discipline of Finance
(February 2013)
Humboldt -
Copenhagen Conference in Financial Econometrics, Berlin (March 2013)
Applied
Time Series Econometrics Workshop, Federal Reserve Bank of St. Louis
(April 2013)
New York University, Stern School of Business (April 2013)
CIREQ
conference on Financial and Time Series Econometrics, Montreal (May 2013)
ITAM Finance Conference,
Mexico City (June 2013)
NBER
Summer Institute, Forecasting and Empirical Methods, Boston (July 2013)
Renmin University,
Hanqing Institute of Economics
and Finance, Beijing (July 2013)
International
Symposium on Econometric Theory and Applications (SETA), Seoul (July
2013)
OMI-SoFiE
Financial Econometrics Summer School, Oxford (July 2013)
Sveriges Riksbank,
Stockholm (September 2013)
SCOR/IDEI Conference on Dependence and Extreme Risks,
Paris (September 2013)
Financial Econometrics workshop, Natal, Brazil (October
2013)
2012
Mathematics and
Statistics of Quantitative Risk Management meeting, Oberwolfach Germany (January 2012)
NC State University, Department of Economics
(February 2012)
University
of California, San Diego, Rady School of
Management (February 2012)
University
of California, Riverside, Department
of Economics (March 2012)
University at Buffalo,
Department of
Finance (April 2012)
Volatility
Institute conference, NYU-Stern
(April 2012)
Federal Reserve Board (May 2012)
High Frequency Data and Algorithmic Trading conference,
Isle of Skye (June 2012)
Cass Business
School, City University London, Faculty
of Finance (June 2012)
University
of Aarhus, Center for Research in Econometric Analysis of
Time Series (June 2012)
Conference
in Honor of Timo Teräsvirta, Ebeltoft (June 2012)
Society for Financial
Econometrics (SoFiE) conference,
Oxford (June 2012)
NBER Summer
Institute, Forecasting and Empirical Methods, Boston (July 2012)
Joint Statistical Meetings,
San Diego (July 2012)
Princeton University, Department of Economics
(September 2012)
University of
Chicago, Booth
School of Business (October 2012)
University of North
Carolina, Chapel Hill, Kenan-Flagler
Business School (November 2012)
2011
American
Economic Association North American winter meetings, Denver (January 2011)
Copulas in econometrics conference, Erasmus
University Rotterdam (March 2011)
Michigan State University,
Department of Finance (April 2011)
Humboldt -
Copenhagen Conference in Financial Econometrics (May 2011)
Handbook of Economic Forecasting Volume II conference, St
Louis (May 2011)
Copula
Models and Dependence workshop, Montreal (June 2011)
Western
Finance Association meetings, Santa Fe (June 2011)
Econometric
Society Australasian meetings, Adelaide (July 2011)
Recent Trends and Advances in Econometrics workshop, Monash University (July 2011)
Frontiers
of Financial Econometrics workshop, Queensland University of
Technology (July 2011)
Vanderbilt University,
Department of Economics
(October 2011)
Hedge Fund Conference, Owen
Graduate School of Management, Vanderbilt
University (October 2011)
Bank of Canada,
Ottawa (October 2011)
HEC Montreal,
Department of Finance (October
2011)
McGill University, Department of Mathematics and Statistics
(October 2011)
Oxford-Man
Institute Hedge Fund conference (November 2011)
Triangle
Econometrics Conference, Durham (December 2011)
2010
Econometrics of Hedge Funds
conference, Paris (January 2010)
Econometrics and Forecasting in Macro and Finance, Federal Reserve Bank of St. Louis
(April 2010)
Université
de Montréal, Department of Economics (April 2010)
Society for Financial
Econometrics (SoFiE) conference,
Melbourne (June 2010)
FIRN
Master class, University of Technology
Sydney, School of
Finance and Economics (July 2010)
Econometric
Society World Congress, Shanghai
(August 2010)
University of Michigan, Department of Economics (November
2010)
2009
Econometrics of Hedge Funds
conference, Paris (January 2009)
University of Warwick, Department of Economics
(March 2009)
Recent
Developments in Financial Econometrics, Berlin (March 2009)
Financial Econometrics Conference, Toulouse
School of Economics (May 2009)
Humboldt University, School of Business and Economics (May 2009)
University of
Copenhagen, Department of Economics (May 2009)
CREST Finance and Econometrics seminar,
Paris (May 2009)
Society for Financial
Econometrics (SoFiE) conference, Geneva
(June 2009)
Western
Finance Association meeting, San Diego (June 2009)
Frontiers in Financial Econometrics conference,
Princeton
University (September 2009)
Oxford-Man Institute Hedge Fund Conference,
Oxford (October 2009)
University of Massachusetts Amherst, Isenberg
School of Management (October 2009)
New York University, Stern School of Business (November 2009)
Triangle
Econometrics Conference, Durham (December 2009)
University of Tasmania, School
of Economics and Finance (December 2009)
2008
Econometric Society North
American winter meetings, New Orleans (January 2008)
University of Oxford, Department of Economics (January
2008)
Workshop
on Nonlinear Economics and Finance, Keele
University (February 2008)
Joint UK CFA Society,
Inquire
UK, Institute of Actuaries seminar (March 2008)
Econometrics
and Forecasting in Macro and Finance, Federal Reserve Bank of St. Louis
(March 2008)
Man Investments Quant Forum, Oxford
(March 2008)
Ente
Einaudi Research Center, Bank of Italy (April 2008)
Tinbergen
Institute Amsterdam, Econometrics seminar (April 2008)
University of
Chicago, Graduate School of Business (May 2008)
Financial
Econometrics conference, Imperial
College London (May 2008)
Integrating Historical Data and Expectations in
Financial Econometrics, London School of Economics (May 2008)
Society for Financial
Econometrics (SoFiE) Inaugural
conference, New York (June 2008)
Conference in Honor of Rob Engle’s 65th
Birthday, La Jolla (June 2008)
Volatility
Symposium, University
of Aarhus, Center for Research in Econometric Analysis of
Time Series (Aug 2008)
Econometric Society European meetings, Milan (August
2008)
Queensland University of Technology, School of Economics and Finance (October
2008)
Duke University,
Department of Economics (October 2008)
London School of Economics,
Department of Economics (October 2008)
Erasmus
University Rotterdam, Finance seminar (November 2008)
Forecasting Under
Model Instability workshop, University of Cambridge (November 2008)
University
of Piraeus, Department
of Banking and Financial Management (December 2008)
Athens University of Economics and Business
(December 2008)
2007
Forecasting
conference, Duke University
(March 2007)
University College Dublin, Banking and Finance group
(April 2007)
Board of Governors of the Federal
Reserve, International Finance division (April 2007)
University of Essex, Centre for
Computational Finance (April 2007)
Heriot-Watt University, Actuarial Mathematics and Statistics
seminar (May 2007)
Financial
Econometrics conference, University
of York (May 2007)
SITE workshop,
Stanford University (June 2007)
NBER Summer Institute,
Forecasting and
Empirical Methods, Boston (July 2007)
University of Aarhus, Center for Research
in Econometric Analysis of Time Series (Aug
2007)
Econometric Society European meetings,
Budapest (August 2007)
Oxford-Man Institute of Quantitative
Finance (October 2007)
Multivariate Volatility
Models conference, Faro
(October 2007)
Workshop
on Model Evaluation and Predictive Ability, Paris
(November 2007)
Adam
Smith Asset Pricing conference, Imperial College London (November 2007)
London-Oxford
Financial Econometrics Workshop, Imperial College London (November 2007)
University of Lugano, Faculty of
Economics (November 2007)
ECB
Workshop on Forecasting Techniques, Frankfurt (December 2007)
2006
North
American Econometric Society Meetings, Boston (January 2006)
CIREQ Financial Econometrics
conference, Montreal
(May 2006)
Manchester Business School, Accounting
and Finance group (May 2006)
Financial econometrics workshop, CREST, Paris (May
2006)
Multivariate Modelling in Finance,
Sandbjerg (June 2006)
NBER Summer Institute,
Forecasting
and Empirical Methods, Boston (July 2006)
Econometric Society European Meetings, Vienna
(August 2006)
LSE Financial
Markets Group (October 2006)
University of Cambridge, Faculty of Economics (October 2006)
City University, London, Department of Economics (November
2006)
Lancaster Management School, Accounting
and Finance group (November 2006)
Adam Smith Asset
Pricing conference, Oxford (November 2006)
2005
North
American Econometric Society Meetings, Philadelphia (January 2005)
LSE Financial
Markets Group (February 2005)
University of Pennsylvania, Department of Economics ( February
2005)
University of York, Department of Economics (March
2005)
Workshop on Measuring Dependence in Finance, Cass Business School, London
(March 2005)
Nonlinear
Dynamics and Econometrics Annual Symposium, London (March 2005)
Bank of England ( May 2005)
Concordia Hedge Fund Investor
conference, Bermuda (June 2005)
Global Finance
conference, Dublin (June 2005)
Econometric Society World Congress, London (August 2005)
International Conference on
Finance, University of Copenhagen
(September 2005)
Warwick Business School, Finance Group (October
2005)
Hedge 2005 conference,
London (October 2005)
University of Reading, ISMA Centre (October 2005)
University of Sydney, Disciplines of Econometrics and Finance (November
2005)
Australian National University, Faculty of Economics and Commerce
(November 2005)
University of Toronto, Department of Economics
(December 2005)
(EC)2 Conference:
Econometrics of Financial and Insurance Risks, Istanbul (December 2005)
T.N. Thiele Symposium on
Stochastic Volatility, University of
Copenhagen (December 2005)
2004
North
American Econometric Society Meetings, San Diego (Jan 2004)
Deloitte Risk Management
Conference, University of
Antwerp, keynote (March 2004)
University of Technology, Sydney, School of Finance and
Economics (April 2004)
LSE Financial
Markets Group 2nd
Hedge Fund conference (May 2004)
Aarhus School of
Business, Department
of Finance, (May 2004)
University of Amsterdam, Finance Group, (May 2004)
Tilburg University, Finance
Department, (May 2004)
European Finance Association Annual Meeting,
Maastricht, (August 2004)
INQUIRE UK Seminar, Edinburgh
(September 2004)
NYU Stern School of Business Innovations
in Financial Econometrics conference (October 2004)
UC Berkeley, Department of Economics (October
2004)
Bank of England (October 2004)
Queen Mary, University of London, Department of Economics (November
2004)
Erasmus University Rotterdam, Econometric Institute (November
2004)
University of Venice, Department of Economics (November 2004)
London School of Economics, Department of Economics ( December 2004)
2003
North
American Econometric Society Meetings, Washington D.C. (January 2003)
LSE Financial
Markets Group (March 2003, November 2003)
Cass Business
School, City University, London
(March 2003)
University of Southampton, Department of Economics
(March 2003)
Brown University, Department of Economics (April 2003)
LSE Financial
Markets Group Empirical
Finance conference (May 2003)
Université Catholique de Louvain,
CORE Econometrics seminar (May 2003)
Warwick Business School, Finance Group (May
2003)
Marmara University, Department of Economics,
Turkey (June, 2003)
Econometric Society
Australasian Meetings, Sydney (July 2003)
University of Technology, Sydney, School of Finance and
Economics (July 2003)
Monash University, Department of Econometrics
(July 2003)
London School of Economics, Department of Economics ( December 2003)
Imperial College London ( December, 2003)
2002
Michigan State University, Department of Economics (January 2002)
Purdue University, Department of
Economics (February 2002)
UCLA, Department
of Economics (February 2002)
Board of Governors of the Federal
Reserve, Division of International Finance (February 2002)
Yale University, Department of Economics (February 2002)
Princeton University, Department of Economics (February
2002)
University of Chicago, Graduate School of Business (February
2002)
Texas A&M University, Department of Economics (February 2002)
London School of Economics, Department of
Accounting and Finance (February 2002)
University of Oxford, Nuffield College (February 2002)
Applications of
Copulas in Finance workshop, London (March 2002)
University of Pennsylvania, Department of Economics (April 2002)
Multi-Moment Capital Asset Pricing Models Workshop, Paris (April 2002)
North
American Econometric Society Meetings, Los Angeles (June 2002)
Econometric Society
European Meetings, Venice (August 2002)
European
Investment Review Annual Conference, London (September 2002)
INQUIRE UK Seminar,
Bournemouth (September 2002)
NSF/NBER Time Series
Conference, Philadelphia (September 2002)
LSE FMG
Research
Frontiers in Hedge Fund Management (Oct 2002)
Workshop in
Financial Econometrics, Montreal (October 2002)
University of California, San Diego, Department of Economics ( November 2002)
London School of Economics, Department of Economics (November 2002)
(EC)2 Conference: Model
Selection and Evaluation, Bologna (December 2002)
Quantitative
Methods in Finance Conference, Sydney (December 2002)
pre 2002
University of Technology, Sydney, School of Finance and
Economics (Dec 1997, July 2000, March 2001)
Forecasting Financial
Markets Annual Conference, London (May 1998)
Monash University, Department of Econometrics
(March 2001)
Commonwealth Scientific and
Industrial Research Organisation (CSIRO), Sydney, (March 2001)
University of California, San Diego, Department of Economics (May 2001, Oct
2001)
Advanced
Computing for Financial Markets Conference, Wales (June 2001)
University of California, Riverside, Department of Economics (June 2001)
Econometric Society North American Meetings,
Maryland (June 2001)
Western Economic Association
76th Annual Conference, San Francisco (July 2001)
Discussions
Western Finance
Association Annual Meeting, Idaho (June 2000)
LSE FMG
Research
Frontiers in Hedge Fund Management (October 2002)
Econometric
Society North American Meetings, Washington D.C. (January 2003)
Econometric
Society North American Meetings, San Diego (January 2004)
American
Finance Association Meetings, San Diego (January 2004)
European Finance Association Doctoral
student seminar, Maastricht, (August 2004)
European Finance Association Annual Meeting,
Maastricht, (August 2004)
INQUIRE UK Seminar, Edinburgh
(September 2004)
Econometric
Society North American Meetings, Philadelphia (January 2005)
CIREQ Time
Series conference, Montreal
(December 2005)
Measuring
Dependence in Finance workshop, Cass
Business School, London (March 2006)
Dependence
or Contagion? workshop, Cass
Business School, London (October 2006)
London-Oxford
Financial Econometrics workshop, London
(October 2006)
American Finance Association annual meeting, New Orleans (January
2008)
Adam Smith
Asset Pricing workshop, London School of
Economics (June 2008)
Recent
Advances in High Frequency Financial Econometrics, LSE (November 2008)
Oxford-Man Institute Hedge Fund Conference,
Oxford (October 2009)
BIS conference on Systemic Risk, Bank
Behaviour and Regulation over the Business Cycle, Buenos Aires (March 2010)
Volatility
and Systemic Risk conference, NYU
Stern (April 2010)
Financial
Econometrics conference, Toulouse
School of Economics (May 2010)
Oxford-Man
Institute Hedge Fund Conference, Oxford (November 2010)
Nonlinear
and Financial Econometrics conference, A Tribute to Ron Gallant, Toulouse
(May 2011)
Volatility
Institute conference, NYU-Stern
(April 2013)
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