"High-Dimensional Bias-Adjusted Realized (Co)Variation of Asset Returns with Data-Driven Blocking" Statistische Woche 2024, Regensburg, 10. bis 13. September 2024.
"Intraday Conditional Value at Risk: A Periodic Mixed-Frequency GAS Approach", CFE-ERCIM, London, 14.-16. Dezember 2019.
"Intraday Conditional Value at Risk: A Periodic Mixed-Frequency GAS Approach", Statistische Woche 2019, Trier, 10.-13. September 2019.
"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.
"The Conditional Autoregressive Wishart Model for Multivariate Stock Market Volatility", Jahrestagung des Vereins für Socialpolitik 2010, Kiel, 07. - 10. September 2010.