Selected Presentations & Appearances
Realized Laplace Transforms for Estimation of Jump Diffusive Volatility Models, Toulouse May 2011
· December 30, 2011
Lecture
Realized Laplace Transforms for Estimation of Jump Diffusive Volatility Models
· December 30, 2011
Lecture
St. Gallen, Switzerland
Realized Laplace Transforms for Estimation of Jump Diffusive Volatility Models, Toulouse School of Economics
· December 1, 2010
Lecture
Toulouse, France
Limit Theorems for Power Variations of Pure-Jump Processes with Application to Activity Estimation, University of HK
· November 1, 2010
Lecture
Hong Kong
Realized Laplace Transforms for Estimation of Jump Diffusive Volatility Models, CEMFI
· November 1, 2010
Lecture
Madrid
Realized Laplace Transforms for Estimation of Jump Diffusive Volatility Models, Oxford-Man Institute
· October 1, 2010
Lecture
Oxford, UK
The Realized Laplace Transform, Conference on 20 Years of Specification Testing in Econometrics
· June 25, 2010
Lecture
Xiamen, China
The Realized Laplace Transform
· June 15, 2010
Lecture
Financial Engineering and Risk Management, Annual Meeting, Taipei, Taiwan
2009 Meeting of the Latin American Econometric Society Region
· October 1, 2009
Lecture
Buenos Aires
Conference in Honor of Life Work of Adrian Pagan
· July 10, 2009
Lecture
Sydney, Australia
SITE Workshop on High Frequency Data Analysis, Stanford University
· January 7, 2009
Lecture
Financial Econometrics Seminar
· November 1, 2008
Lecture
Stern School, New York University
Vast Data Conference
· September 1, 2008
Lecture
London, England
NBER-NSF time Series Meeting
· September 1, 2008
Lecture
Aarhus, Denmark
Conference in Honor of Peter Phillips
· September 1, 2008
Lecture
Singapore
Symposium on High Frequency Financial Econometrics
· August 1, 2008
Lecture
Aarhus, Denmakr
East Asian Meeting of the Econometric Society
· July 1, 2008
Lecture
Singapore
Probablity and Finance Conference
· July 1, 2008
Lecture
Munich, Germany
NBER Summer Institute
· July 1, 2008
Lecture
Cambridge, MA
Statistics World Congress
· July 1, 2008
Lecture
Singapore
SITE Workshop on High Frequency Data Analysis
· June 1, 2008
Lecture
Stanford University
Symposium on Nonlinear and Nonparametric Time Series
· May 12, 2008
Lecture
Xiamen China
Financial Econometrics Conference
· May 1, 2008
Lecture
London, England
Service to the Profession
Co-Chair : Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronal Gallant
·
May 1, 2011
Event/Organization Administration
Toulouse School of Economics, Toulouse, France
Panelist : NSF Panel: Innovative Multidiscplinary Methods in Computing
·
February 2008
- February 2009
Editorial Activities
Washinton DC