Conferences

Organizer

Econometrics of High Frequency Data & Factor Models

ENSAE – Paris, December 9-10, 2022

Past

2022:

Quantitative Finance and Financial Econometrics, Marseille (Jun), COMPSTAT, Bologna (Aug), European Conferences of the Econom[etr]ics Community (EC^2), Paris (Dec) - Organizer

2021:

IAAE, Rotterdam (Jun), International Workshop on Macro-Finance and Financial Econometrics, Brazilia (Oct), NBS Finance Group Seminar Series, Norwich Business School, (Nov)

2019:

CSDA Conference on Computational and Financial Econometrics, London (Dec), 3rd International conference on Econometrics and Statistics, Taiwan (June), Quantitative Finance and Financial Econometrics, Marseille (May)

2018: CSDA Conference on Computational and Financial Econometrics, Pisa (Dec), CREST-LFA Seminar, Paris (Nov), ESSEC-Rabat Financial Econometrics Workshop (Jul), 2nd International conference on Econometrics and Statistics, Hong Kong (June)

2017: XVIII Workshop on Quantitative Finance, Università Bicocca Milano (Jan)

2016: CSDA Conference on Computational and Financial Econometrics, Sevilla (Dec), Siena Finance Workshop, University of Siena (Oct), Seminar Series of the Department of Methods and Models for Economics Territory and Finance, Sapienza University, Roma (Jul), Seminar Series of the Department of Economics, University of Verona (Jul), Europlace Institute of Finance Louis Bachelier - Scientific Morning Conference on Contingent Claims, Risk and Asset Pricing, Paris (Mar)

2015: International Dauphine-ESSEC-SMU Conference on Systemic Risk, Singapore (Dec), IFABS Conference, Hangzhou (Jul), International Symposium of Forecasting, Riverside (Jun), Workshop on Modeling & Forecasting Moment Risk Premia, Paris (Mar)

2014: CSDA Conference on Computational and Financial Econometrics, Pisa (Dec), NSVCM Conference on Non- and Semi-parametric Statistics and Correlation Models, Paderborn (Jul), Workshop on Modeling & Forecasting Moment Risk Premia, Paris (Mar)

2013: CSDA Conference on Computational and Financial Econometrics, London (Dec)

2012: CSDA Conference on Computational and Financial Econometrics, Oviedo (Dec), Seminar Series, University of Salerno (Jun), SIS Conference, Roma (Jun), Mathematical Finance Days, Montreal (May), CIRPEE Applied Financial Time Series Workshop, Montreal (Feb), CREATES Seminar Series, Aarhus (Feb), LSM Seminar Series, Université catholique de Louvain (Jan)

2011: CSDA Conference on Computational and Financial Econometrics, London (Dec), Workshop on Econometric and Statistical Modeling of Multivariate Time Series, Louvain-la-Neuve (May), CIRPEE Applied Financial Time Series Workshop, Montreal (Feb)

2010: CSDA Conference on Computational and Financial Econometrics, London (Dec), Mathematical Finance Days, Montreal (May), Time Series Conference, CIREQ, Montreal (May), Econometrics Seminar Series of the Department of Quantitative Economics, Maastricht University (Feb)

2009: EC2 Conference, Aarhus (Dec), Simposio de la Asociación Española de Economía, Valencia (Dec), Seminar Series of the Finance and Insurance Study Group, CREST Paris (Nov), CSDA Conference on Computational and Financial Econometrics, Limassol (Oct), 9th Conférence annuelle - Les Journées du CIRPÉE, Saint-Michel-des-Saints, (Sep), European Meeting of the Econometric Society, Barcelona (Aug), EARIE Conference, Amsterdam (Jun), Royal Economic Society Conference, London (Jan)

2008: IAP Meeting on Economic Policy and Finance in the Global Economy, Brussels (Jun), Methods in International Finance Network Meeting, Barcelona (May)

2007: OxMetrics User Conference, London (Sep), Italian Congress of Econometrics and Empirical Economics, Bologna (Jan), EC2 Conference, Rotterdam (Dec, 2006)