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Presentations

DateVenueLocations
October 28, 2015 Erasmus School of Economics Rotterdam 
October 27, 2015 Econometrics and Statistics seminar Tilburg University 
October 8, 2015 Pontifical Catholic University Rio de Janeiro 
August 18, 2015 11th World Congress of the Econometric Society Montreal 
June 22, 2015 3rd Rimini Time Series Workshop Rimini, Italy 
June 18, 2015 Ole E. Barndorff-Nielsen 80 years Aarhus, Denmark 
June 12, 2015 High Frequency Financial Econometrics Barcelona 
May 12, 2015 University of Montreal Montreal, Canada 
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News and Recent Publications

TitleWhere
A Martingale Decomposition of Discrete Markov Chains Economics Letters. Vol. 133, pp. 14-18 (2015) 
A Markov Chain Estimator of Multivariate Volatility from High Frequency Data. Forthcoming in “The fascination of Probability, Statistics and Their Applications: In honour of Ole E. Barndorff-Nielsen on his 80th birthday". Springer (2015). 
Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics Forthcoming in Econometrica (2015) 
Exponential GARCH Modeling with Realized Measures of Volatility Forthcoming in Journal of Business & Economic Statistics. (2015). 
Discussion of “Comparing Predictive Accuracy, Twenty Years Later ”by Francis X. Diebold Journal of Business & Economic Statistics Vol. 33 pp. 17-­‐21 (2015) 
Richard Stone Prize in Applied Econometrics Journal of Applied Econometrics 
The World's Most Influential Scientific Minds: 2014 Thomson Reuters 2014 list of highly cited reserarchers 
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