Conferences

Presentations

  • A Generalized Heterogeneous Autoregressive Model using the Market Index. Presented at the 1st CMAF-EMP Research Workshop, Lancaster University. (Lancaster, March, 2020).
  • Forecasting the Realized Variance in the Presence of Intraday Periodicity. Presented at the 13th International Conference on Computational and Financial Econometrics. (London, December 2019).
  • The contribution of Signed Jumps and Activity to Forecasting Stock Price Volatility. Presented at the 34th Annual Congress of the European Economic Association. (Manchester, August 2019).
  • Forecasting the Realized Variance in the Presence of Intraday Periodicity. Presented at the 72nd European Meeting of the Econometric Society. (Manchester, August 2019).
  • Forecasting the Realized Variance in the Presence of Intraday Periodicity. Presented at the Workshop on Asset Pricing and Econometrics organized by Manchester-Lancaster-Warwick-Konstanz University (Manchester, July 2019).
  • The contribution of Signed Jumps and Activity to Forecasting Stock Price Volatility. Presented at the Africa Meeting of the Econometric Society. (Rabat, July 2019).
  • The contribution of Signed Jumps and Activity to Forecasting Stock Price Volatility. Presented at the 6th Annual Conference of the International Association for Applied Econometrics. (Nicosia, June 2019).
  • The contribution of Signed Jumps and Activity to Forecasting Stock Price Volatility. Presented at the Asia Meeting of the Econometric Society. (Xiamen, June 2019).
  • The contribution of Signed Jumps and Activity to Forecasting Stock Price Volatility. Presented at the Infinite Conference 2019. (Glasgow, June 2019).
  • Forecasting the Realized Variance in the Presence of Intraday Periodicity. Presented at the Infinite Conference 2019. (Glasgow, June 2019).
  • Forecasting the Realized Variance in the Presence of Intraday Periodicity. Presented at the 2nd International Conference on Quantitative Finance and Financial Econometrics. (Marseille, June 2019).
  • The contribution of Signed Jumps and Activity to Forecasting Stock Price Volatility . Presented at the Granger Centre for Time Series Econometrics Seminar Series – Nottingham University (May, December 2019).
  • The contribution of Signed Jumps and Activity to Forecasting Stock Price Volatility . Presented at the 12th International Conference on Computational and Financial Econometrics. (Pisa, December 2018).
  • The Role of Market Indices in Forecasting Stock Volatility: A HAR Framework Using a Mixed Sampling Approach. Presented at the 12th International Conference on Computational and Financial Econometrics. (Pisa, December 2018).
  • The contribution of Signed Jumps and Activity to Forecasting Stock Price Volatility . Presented at the 2nd Lancaster-Warwick (LaWa) Workshop on Financial Econometrics and Asset Pricing.
  • The Role of Market Indices in Forecasting Stock Volatility: A HAR Framework Using a Mixed Sampling Approach. Presented at the 11th International Conference on Computational and Financial Econometrics. (London, December 2017).

Discussant

  • “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, 2018)