Presentations
A star (*) indicates scheduled.
2023
- European Finance Association (EFA) 50th Annual Meeting, Amsterdam (August)*
- Asia Meeting of the Econometric Society, Singapore (July)*
- 2023 International Association for Applied Econometrics (IAAE) Annual Conference, Oslo (June)*
- Quantitative Finance and Financial Econometrics (QFFE) Conference, Marseille (June)*
- Royal Economic Society (RES) Annual Conference 2023, Glasgow (April)
- Financial Econometrics Conference to Mark Stephen Taylor’s Retirement, Lancaster (March)
2022
- 42nd International Symposium on Forecasting (Invited Presentation), Oxford, (July)
- 2nd Annual Workshop “Lucio Sarno Day”, Liverpool, (June)
- 2022 FMARC, Cyprus (June)
2021
- 2021 China Meeting of the Econometric Society, Shanghai/Virtual (July).
- 2021 International Association for Applied Econometrics Conference, Rotterdam/Virtual (June).
- 13th SoFiE Conference, San Diego/Virtual (June).
- North American Summer Meeting of the Econometric Society, Canada/Virtual (June).
- 2021 Africa Meeting of the Econometric Society, Ivory Coast/Virtual (June).
- 2021 Asia Meeting of the Econometric Society, Malaysia/Virtual (June).
- 5th International Workshop on “Financial Markets and Nonlinear Dynamics”, Paris/Virtual (June).
- 2nd Frontiers of Factor Investing, Lancaster/Virtual (January).
2020
- 14th Internation Conference on Computational and Financial Econometrics (Invited Presentation), London/Virtual (December).
- Joint CMAF-EMP Workshop, Lancaster (January).
2019
- 13th International Conference on Computational and Financial Econometrics, London (December).
- 34th Annual Congress of the European Economic Association, Manchester (August).
- 72 European Meeting of the Econometric Society, Manchester (August).
- 6th Annual Conference of the International Association for Applied Econometrics, Nicosia (July).
- 2019 Africa Meeting of the Econometric Society, Rabat (June).
- Asia Meeting of the Econometric Society, Xiamen (June).
- Infiniti Conference, Glasgow (June).
- 2nd International Conference on Quantitative Finance and Financial Econometrics, Marseille (June).
- Konstanz-Lancaster-Manchester-Warwick Joint Workshop on Quantitative Finance and Econometrics, Manchester(May)
- NWSSDTP Economics Conference, Lancaster (April).
- Economic Seminar Series Presentation at the Granger Centre for Time Series Econometrics, Nottingham (April).
2018
- 12th International Conference on Computational and Financial Econometrics, Pisa (December).
- 1st International Conference on Quantitative Finance and Financial Econometrics, Marseille (June).
- Lancaster-Warwick Workshop on Financial Econometrics and Asset Pricing, Warwick (June).
- Frontiers of Factor Investing Conference, Lancaster (May).
- NWSSDTP Economics Conference, Liverpool (April).
2017
- 11th International Conference on Computational and Financial Econometrics, London (December).
Discussant
- “Measuring Skewness Premia in the Cross-section of Hedge Funds Returns”. Discussed at FMARC Cyrpus, July 2022.
- “Marginal Effect based Inference in the Deep Learning Framework”. Discussed at Konstanz-Lancaster-Manchester-Warwick Joint Workshop on Quantitative Finance and Econometrics. Manchester University, July 2019.
- Forecasting Market Index Volatility Using Ross-Recovered Distribution. Discussed at the Infiniti Conference 2019. Glasgow, June 2019.
- Order Choice in a Limit Order-Book with Dispersed Information: Evidence from an Experimental Asset Market with Partially Informed Traders. Discussed at the Infiniti Conference 2019. Glasgow, June 2019.
- Renewal Based Volatility Estimation. Discussed at the 2nd Lancaster-Warwick (La-Wa) Workshop on Financial Econometrics and Asset Pricing. Warwick, July 2018