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Vorträge

  • "Factor State-Space Models for High-Dimensional Realized Covariance Matrices of Asset Returns", Forschungskolloquium der Universität Konstanz, 30. Oktober 2018
  • "Factor State-Space Models for High-Dimensional Realized Covariance Matrices of Asset Returns", Rhenish Multivariate Time Series Econometrics (RMSE) Workshop, WHU Vallender, 11. - 12. Oktober 2018
  • "Factor State-Space Models for High-Dimensional Realized Covariance Matrices of Asset Returns", CFE-ERCIM, London, 16.-18. Dezember 2017.
  • "Factor State-Space Models for High-Dimensional Realized Covariance Matrices of Asset Returns", Statistische Woche, Rostock, 19.-22. September 2017.
  • "A Mixed Frequency Stochastic Volatility Model for Intraday Stock Market Returns", 9th International Conference of the ERCIM WG on Computational and Methodological Statistics (ERCIM'16), Sevilla, 09.-11. Dezember 2016.
  • "A Mixed Frequency Stochastic Volatility Model for Intraday Stock Market Returns", Statistische Woche, Augsburg, 13.-16. September 2016.
  • "A Mixed Frequency Stochastic Volatility Model for Intraday Stock Market Returns", Ökonomisches Forschungsseminar der Westfälischen Wilhelms-Universität Münster, 13. Juli 2016.
  • "A Mixed Frequency Stochastic Volatility Model for Intraday Stock Market Returns", VWL-Kolloquium der Ruhr-Universität Bochum, 20. Januar 2016.
  • "A Latent Dynamic Factor Approach to Forecasting Multivariate Stock Market Volatility", Jahrestagung des Vereins für Socialpolitik 2013, Düsseldorf, 04.-07. September 2013.
  • "A Latent Dynamic Factor Approach to Forecasting Multivariate Stock Market Volatility", Statistische Woche, Berlin, 17.-20. September 2013.
  • "A Latent Dynamic Factor Approach to Forecasting Multivariate Stock Market Volatility", 6th International Conference of the ERCIM Working Group on Computing & Statistics (ERCIM'13), London, 14.-16. Dezember 2013. 
  • "A Latent Dynamic Factor Approach to Forecasting Multivariate Stock Market Volatility", Forschungsseminar des Lehrstuhls für Statistik, Wirtschaftswissenschaftliche Fakultät der Universität Augsburg, 15. Juni 2012. 
  • "Intra-Daily Volatility Spillovers between the U.S. and German Stock Markets", 5th CSDA International Conference on Computational and Financial Econometrics (CFE'11), University of London, UK, 17. - 19. Dezember 2011.
  • "Intra-Daily Volatility Spillovers between the U.S. and German Stock Markets", Jahrestagung des Vereins für Socialpolitik 2011, Frankfurt am Main, 04. - 07. September 2011.
  • "Intra-Daily Volatility Spillovers between the U.S. and German Stock Markets", EEA-ESEM 2011, Oslo, 25-29 August 2011. Vortrags-Stipendium der Schweizerischen Nationalbank.
  • "The Conditional Autoregressive Wishart Model for Multivariate Stock Market Volatility", 2nd Humboldt - Copenhagen Conference on Financial Econometrics, Copenhagen, 13-14 May 2011.
  • "The Conditional Autoregressive Wishart Model for Multivariate Stock Market Volatility", 3rd International Conference of the ERCIM Working Group on Computing & Statistics (ERCIM'10), University of London, UK, 10-12 December 2010.
  • "Multivariate Wishart Stochastic Volatility Models", Statistische Woche, Nürnberg, 14. - 17. September 2010.
  • "The Conditional Autoregressive Wishart Model for Multivariate Stock Market Volatility", Jahrestagung des Vereins für Socialpolitik 2010, Kiel, 07. - 10. September 2010.
  • "Multivariate Wishart Stochastic Volatility Models", DAGStat 2010, Dortmund, 23. - 26. März 2010.