Econom&Risks
Conferences:
- Liquidity Risk Estimation in Conditional Volatility Models.
- 7th Annual Methods in International Finance Network Workshop, Namur, 23-24 Septembre 2013.
- Financial Econometrics Conference, Toulouse, 17-18 Mai 2013.
- MLiq a meta liquidity measure.
- Forum GI, Paris, Mars 2013.
- Computational and Financial Econometrics (CFE’12), 1 December 2012, Oviedo, Spain.
-
Risk-parameter estimation in volatility models
-
Septembre 2013, Montréal (Canada), Montreal Econometrics Seminar.
- JdS-SFDS, 29 mai 2013, Toulouse.
-
Mars 2013, Berlin (Allemagne), 3rd Humboldt-Copenhagen Conference on Financial Econometrics.
- London School of Economics,
Joint Econometrics and Statistics Seminar Series, 15 February 2013,
London.
- BI Seminar series, 30 Jan
2013, Oslo.
- CFE 2012, December 1,
Oviedo.
-
Novembre 2012, ENSAI Rennes, 4ème conférence française d'économétrie.
-
Août 2012, Malaga (Espagne), Econometric Society European Meeting (ESEM 12).
-
Juillet 2012, Tsukuba (Japan), 2nd IMS - Asia Pacific Rim Meeting. Invited speaker.
-
Juin 2012, Hong-Kong (China), Seminar of the Department of Statistics and Actuarial Science, Hong-Kong University.
-
Juin 2012, Séminaire Parisien de Statistique.
-
Mai 2012, Graz (Autriche), Statistical Models for Financial Data III. Conférencier invité.
- JSTAR 2012, October 25-26,
2012, Rennes.
- 3rd Meeting on Statistics and
Data Mining (MSDM), March 15-16, 2012, Hammamet.
- Liquidity contagion: A look at emerging markets.
- 30th French Finance Association Conference, Lyon, Mai 2013.
- 6th Financial Risks international Forum, Paris, Mars 2013.
- European Economic Association and the Econometric Society European meeting (EEA-ESEM) à Málaga, Espagne 27-31, Août 2012.
- Cluster Risques Financiers, Orléans, 2 Avril 2012
- 4th Annual Conference on Hedge Funds - Hedge Funds, Market Liquidity and Systemic Risk, Paris 26-27 janvier 2012.
- Computational and Financial Econometrics (CFE’11), 17-19 December 2011, University of London.
- GARCH models without positivity constraints : Exponential or Log
GARCH?
- 4th Meeting on Statistics and Data Mining (MSDM), March 14-15,
2013, Hammamet.
- ESEM, August 27, 2012, Malaga.
- Statistical Models for Financial Data III, May 23, 2012, Graz.
- Tracking illiquidities in intradaily and daily characteristics.
- 66th European Meeting of Econometric Society (ESEM 2012), August 2012, Malaga.
- Computational and Financial Econometrics (CFE’11), 17-19 December 2011, University of London.
- 18th Annual Multinational Finance Society Conference, Juin 2011, Rome.
- Conférence Internationale de l'AFFI, Mai 2011, Montpellier.
- Strict stationarity testing and estimation of explosive and stationary GARCH
models.
- Workshop "Time Series : Models, Breaks and Applications", Karlsruhe
Institute of Technology, February 2, 2012.
- 19 mai 2011, 5ème Journée Math-
Eco, Lille.
- Testing strict stationarity of GARCH, April 5, 2011, Sémimaine de Finance,
CREST.
- 10 mars 2011, University College
London, Londres.
- When market illiquidity generates volume.
- 5th Annual Methods in International Finance Network Workshop - First Meeting of the ANR Econom&Risk (Econometric Approaches for Risk Modeling), Orléans, 20-21 Octobre 2011.
- 65th European Meeting of Econometric Society (ESEM 2011), August 2011, Oslo.
- 18th Annual Multinational Finance Society Conference, Juin 2011, Rome.
