"Optimal Dynamic Regularization and Bias Adjustment of Realized Global Minimum Variance Portfolio Weights", SIS-FENStatS 2026 Conference, Rom, 22. bis 25. Juni 2026.
"High-Dimensional Bias-Adjusted Realized (Co)Variation of Asset Returns with Data-Driven Blocking" Statistische Woche 2024, Regensburg, 10. bis 13. September 2024.
Multivariate Realized GARCH Models with Data Driven Blocking, Forschungsseminar des Lehrstuhls für Statistik und Ökonometrie, Ruhr Universität Bochum, 18.01.2023.
Multivariate Realized GARCH Models with Data Driven Blocking, Statistisch-Ökonometrisches Seminar, Christian-Albrechts-Universität zu Kiel, 12. Mai 2022.
Modeling Realized Covariance Measures with Heterogeneous Liquidity: A Generalized Matrix-Variate Wishart State-Space Model, 6th UA RuhrMetrics Seminar, Universität Duisburg-Essen, 14. Januar 2022.
Modeling Realized Covariance Measures with Heterogeneous Liquidity: A Generalized Matrix-Variate Wishart State-Space Model, Statistische Woche 2021, Kiel, 14.-17. September 2021.
"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.