Customer Trading in the Foreign Exchange Market: Empirical Evidence from an Internet Trading Platform, FERC Working Paper 09-01, Warwick Business School;
joint work with Sandra Lechner.
 

Estimating High-Frequency Based (Co-) Variances: A Unified Approach, CoFE Working Paper 07/07, University of Konstanz;
joint work with Valeri Voev.
 

• Disagreement, Uncertainty and the True Predictive Density

  28th June 2010	Humboldt Universität zu Berlin, Faculty Seminar

• Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise

  25th September 2009	Warwick Business School, Conference on 'Individual Decision Making, High Frequency Econometrics and Limit Order Book Dynamics'
  12th June 2009	Geneva, The Society for Financial Econometrics First European Conference

• The Good, the Bad and the Ugly: Analyzing Forecasting Behavior within a Misclassified Quantal Response Framework

  13th October 2010	New York, 30th CIRET Conference
  25th August 2010	Glasgow, 25th Annual Congress of the European Economic Association (EEA)
  4th March 2009	Mannheim, ZEW, Workshop on Expectations
  23rd June 2008	Nice, The 28th Annual International Symposium on Forecasting

• Panel Intensity Models with Latent Factors: An Application to the Trading Dynamics on the Foreign Exchange Market

  17th June 2009	Queen Mary University of London, QASS Conference
  21st March 2009	Humboldt Univesität zu Berlin, Humboldt-Copenhagen Conference
  18th December 2008	Université Libre de Bruxells, ECARES.
  11th November 2008	University of Aarhus, CREATES, School of Economics and Management.
  3rd October 2008	University of Konstanz, International Conference of Price, Liquidity, and Credit Risks.
  4th April 2008	University of Warwick, Complexity in Markets Conference
  10th October 2007	Munich, Jahrestagung 2007, Verein für Socialpolitik
  26th June 2006	University of Warwick, ESF Workshop

• Retail Investors’ Trading Behavior in the Foreign Exchange Market: A Panel Duration Approach

  26th August 2006	Vienna, 61st Meeting of the Econometric Society (ESEM)
  19th May 2006	University of Konstanz, International Conference on High Frequency Finance
  22nd June 2005	University of Tübingen, Ökonomischer Workshop

• Customer Trading in the Foreign Exchange Market: Empirical Evidence from an Internet Trading Platform

  30th September 2005	Bonn, Jahrestagung 2005, Verein für Socialpolitik.
  3rd September 2005	Copenhagen, International Conference on Finance.
  25th August 2005	Amsterdam, 20th Annual Congress of the European Economic Association (EEA).
  22nd June 2005	Tübingen, Ökonomischer Workshop.
  19th March 2005	Madrid, Workshop on  "Microstructure of Financial Markets".

• Modelling a Multivariate Transaction Process

  30th September 2004	Dresden, Jahrestagung 2004, Verein für Socialpolitik.
  21st August 2004	Madrid, 59th European Meeting of the Econometric Society (ESEM).
  27th May 2004	University of Kiel, Seminar on Statistics and Econometrics.
  24th April 2004	University of Tilburg, Workshop on “The Econometrics of the Microstructure of Financial Markets“.

• Using Forecasts of Forecasters to Forecast

  17th September 2004	Warsaw, 27th CIRET Conference
  24th February 2003	Mannheim, Centre for European Economic Research (ZEW)

• An Inflated Multivariate Integer Count Hurdle Model: An Application to Bid and Ask Quote Dynamics

  31st August 2007	Budapest, 62nd Meeting of the Econometric Society (ESEM)