April 3, 2024: “Multifractal Cryptocurrencies,” Working Group on Risk seminar, ESSEC, Paris (France)
October 23, 2023: “Multifractal Cryptocurrencies,” Fifth International Workshop in Financial Econometrics, Santo Andre (Brazil)
January 24, 2023: “Multifractal Cryptocurrencies,” Finance Seminar, University of Luxembourg (Luxembourg)
January 17, 2023: “Multifractal Cryptocurrencies,” Finance Seminar, Rennes School of Business, Rennes (France)
November 28, 2022: “Multifractal Crypto-assets,” SKEMA Finance Seminar, Paris (France)
November 18, 2022: “Multifractal Crypto-assets,” ESSEC Asset Pricing Breakfast, Paris (France)
June 1, 2021: “M&A Rumors about Unlisted Firms,” SKEMA Finance seminar, Paris (France)
March 18, 2021: “Approximate Maximum Likelihood for Complex Structural Models,” EDHEC Internal Research Seminar, Lille (France)
December 11, 2020: “Limited Participation in the Joint Behavior of Asset Prices and Individual Consumptions,” Finance seminar, University of Luxemburg (Luxemburg)
June 25, 2020: “Private Capital Market M&A Rumors: Why They Are Hated,” EDHEC Internal Research Seminar, Lille (France)
April 11, 2019: “Limited Participation in the Joint Behavior of Asset Prices and Individual Consumptions,” with Rene Garcia and Francois Le Grand, seminar CREST ENSAE, Paris (France)
June 22, 2017: “Limited Participation in the Joint Behavior of Asset Prices and Individual Consumptions,” 10th annual meeting of the Society for Financial Econometrics, NYU Stern, New York (USA)
February 23, 2017: “ABC Filtering in State-space Models,” Validating and Expanding Approximate Bayesian Computation Methods, Banff (Canada), video of my presentation is available on the conference website:
http://www.birs.ca/events/2017/5-day-workshops/17w5025/videos/watch/201702231106-Czellar.html
December 9, 2016: “Limited participation in the joint behavior of asset prices and individual consumptions,” 10th International Conference on Computational and Financial Econometrics, Seville (Spain)
November 17, 2016: “Structural Dynamic Analysis of Systematic Risk,” EDHEC Internal Research Seminar, London (UK)
May 14, 2016: “Limited participation in the joint behavior of asset prices and individual consumptions,” Toulouse School of Economics Financial Econometric Conference, Toulouse (France)
December 14, 2015: “Structural Dynamic Analysis of Systematic Risk,” 9th International Conference on Computational and Financial Econometrics, London (UK)
November 5, 2015: “Estimating the role of limited participation in the joint behavior of asset prices and individual consumptions,” EDHEC Internal Research Seminar, Nice (France)
June 10, 2015: “Estimating Inertia in Stock Market Participation,” Workshop on Methodological Advances in Statistics Related to Big Data, Castro Urdiales (Spain)
May 6, 2015: “Estimating Inertia in Stock Market Participation,” EMLYON Research Workshop, Ecully (France)
March 4, 2015: “Robust Filtering,” Research seminar, Università degli Studi di Verona (Italy)
October 31, 2014: “Accurate Methods for Approximate Bayesian Computation Filtering,” Research seminar, Universidad Carlos III de Madrid (Spain)
August 23, 2014: “Accurate Methods for Approximate Bayesian Computation Filtering,” Satellite COMPSTAT meeting, Neuchatel (Switzerland)
August 19, 2014: “Robust Filtering,” 21st International Conference on Computational Statistics, Geneva (Switzerland)
Slides for COMPSTAT talk
June 26, 2014: “Accurate Methods for Approximate Bayesian Computation Filtering,” 8th R/Rmetrics Workshop, College des Bernardins, Paris (France)
Slides for Rmetrics talk
May 30, 2014: “Accurate Methods for Approximate Bayesian Computation Filtering,” Conference on Indirect Estimation Methods in Finance and Economics, Abbey Hegne (Germany)
December 15, 2013: “Accurate Methods for Approximate Bayesian Computation Filtering,” 6th International Conference on Computing and Statistics (ERCIM 2013), London (UK)
December 5, 2013: “Robust Filtering,” Research Seminar in Econometrics and Finance at INSEE-CREST, Paris (France)
December 2, 2012: “Robust Filtering,” 5th International Conference on Computing and Statistics (ERCIM 2012), Oviedo (Spain)
August 6, 2012: “Robust Filtering,” International Conference on Robust Statistics, Burlington (USA)
August 1, 2012: “Robust Filtering,” Joint Statistical Meetings, San Diego (USA)
November 18, 2011: “State-Observation Sampling,” Research Seminars in Statistics, University of Geneva (Switzerland)
June 10, 2011: “State-Observation Sampling and the Econometrics of Learning Models,” Finance and Statistics Workshop, HEC Paris, Jouy en Josas (France)
October 8, 2010: “Efficient Estimation of Learning Models,” Second HEC Finance and Statistics Conference, Paris (France)
August 19, 2010: “Efficient Estimation of Learning Models,” Econometric Society World Congress, Shanghai (China)
July 16, 2010: “Efficient Estimation of Learning Models,” 14th International Conference on Computing in Economics and Finance, London (UK)
July 7, 2010: “Efficient Estimation of Learning Models,” International Symposium on Business and Industrial Statistics, Portoroz (Slovenia)
June 28, 2010: “Accurate and Robust Tests for Indirect Inference,” International Conference on Robust Statistics, Prague (Czech Republic)
May 22, 2010: “Efficient Estimation of Learning Models,” Toulouse School of Economics Financial Econometrics Conference, Toulouse (France)
October 30, 2009: “Accurate and Robust Tests for Indirect Inference,” 3rd International Workshop on Computational and Financial Econometrics, Limassol (Cyprus)
October 2, 2009: “Accurate and Robust Tests for Indirect Inference,” HEC Finance and Statistics Conference, Paris (France)
July 16, 2008: “Second-order Accurate and Robust Indirect Inference with Applications to Diffusion Models,” Far Eastern and South Asian Meeting of the Econometric Society, Singapore Management University (Singapore)
June 26, 2008: “Second-order Accurate and Robust Indirect Inference with Applications to Diffusion Models,” 14th International Conference on Computing in Economics and Finance, University of Sorbonne, Paris (France)
June 21, 2008: “Second-order Accurate and Robust Indirect Inference,” 2nd International Workshop on Computational and Financial Econometrics, Neuchâtel, (Switzerland)
April 25, 2008: “Improved Inference for Efficient Method of Moments and Indirect Inference Estimators,” Seminars in Econometrics and Statistics, Katholieke Universiteit Leuven, Leuven (Belgium)
April 11, 2008: “Second-order Accurate and Robust Indirect Inference,” Research Seminars in Statistics, University of Geneva, Geneva (Switzerland)
February 4, 2008: “Second-order Accurate and Robust Indirect Inference,” Department of Statistics, University of Washington, Seattle (USA)
October 11, 2007: “Second-order Accurate and Robust Indirect Inference,” European Center for Advanced Research in Economics and Statistics, Université Libre de Bruxelles, Bruxelles (Belgium)
June 23, 2007: “Indirect Inference and Efficient Method of Moments: Practical Issues and Finite Sample Comparison,” 2007 North American Summer Meetings of the Econometric Society, Duke University (USA)
June 15, 2007: “Indirect Inference and Efficient Method of Moments: Practical Issues and Finite Sample Comparison,” 13th International Conference on Computing in Economics and Finance, HEC Montréal (Canada)
April 20, 2007: “Indirect Inference and Efficient Method of Moments: Practical Issues and Finite Sample Comparison,” 1st International Workshop on Computational and Financial Econometrics, Geneva (Switzerland)
April 19, 2007: “Indirect Robust Inference with Application to Diffusion Models,” Department of Statistics, University of Oxford, Oxford (UK)
April 11, 2007: “Indirect Robust Inference with Application to Diffusion Models,” Center for Statistics and the Social Sciences, University of Washington, Seattle (USA)
February 27, 2007: “Indirect Robust Estimation of the Short-term Interest Rate Process,” Department of Economics, University of Washington, Seattle (USA)
June 28, 2006: “Second-order Accurate and Robust Indirect Inference,” 9-th International Vilnius Conference on Probability Theory and Mathematical Statistics, Vilnius (Lithuania)
March 10, 2006: “Indirect Robust Estimation of the Short-term Interest Rate Process,” SSES Annual Meeting, Lugano (Switzerland)
February 10, 2006: “Indirect Robust Estimation of the Short-term Interest Rate Process,” Department of Mathematics and Statistics, Boston University (USA)
November 16, 2005: “Indirect Robust Inference with Application to Stochastic Differential Equations,” School of Mathematics, The University of Manchester (UK)
June 3, 2005: “Indirect Robust Estimation of the Short-term Interest Rate Process,” Conference on Changing Structures in International and Financial Markets and the Effects on Financial Decision Making, Venice (Italy)
January 11, 2005: “Indirect Robust Estimation of the Short-term Interest Rate Process,” The Second Bachelier Colloquium on Stochastic Calculus and Finance, Métabief (France)
October 29, 2004: “Indirect Robust Estimation of the Short-term Interest Rate Process,” Dept. of Econometrics, University of Geneva (Switzerland)
September 26, 2004: “Indirect Robust Estimation of the Short-term Interest Rate Process,” International Conference on Stochastic Finance, ISEG, Lisbon (Portugal)
September 17, 2004: “Indirect Robust Estimation of the Short-term Interest Rate Process,” Dept. of Finance, Fisher College of Business, The Ohio State University (USA)