Editorial and refereeing

1. ‣Associate Editor -- Spanish Economic Review, 2007-2010
   

2. ‣Guest editor of
   

3. •Understanding and Modeling Dysfunctions in Financial Markets (with Thomas Lux and Pablo Rovira) special issue in the Journal of Economics Dynamics and Control, forthcoming
   

4. •Latest Developments in Heavy-Tailed Distributions (co-edited with Marc Paolella, Eric Renault and Gennady Samorodnisky) special issue in the Journal of Econometrics, forthcoming
   

5. •High frequency financial econometrics. Recent developments (co-edited with Luc  Bauwens and Winfried Pohlmeier) special issue in Empirical Economics, 30/4, 2005
   

6. ‣Referee (+100 times) for Czech Science Foundation, Midwest Finance Association 2012, Journal of Econometrics, Journal of Business and Economic Statistics, Journal of the American Statistical Association, Journal of Applied Econometrics, Journal of Financial Econometrics, Journal of the Royal Statistical Society B, Journal of Empirical Finance, Journal of Economic Dynamics and Control, Journal of Money, Credit, and Banking, The European Journal of Finance, Journal of Financial Markets, Econometric Reviews, Journal of Time Series Econometrics, European Central Bank, World Bank Economic Review, International Journal of Forecasting, Journal of Forecasting, Empirical Economics, Econometrics Journal, Computational Statistics and Data Analysis, Quantitative Finance, Studies in Nonlinear Dynamics and Econometrics, International Statistical Review, Computational Statistics, Banco de España, The Financial Review, Statistics and Computing, Annals of Finance, Mathematics and Computers in Simulation, The Indian Journal of Statistics, Journal of the French Statistical Association, Scientiae Mathematicae Japonicae, Revista de Economía Financiera, Spanish Economic Review, Investigaciones Economicas, Springer Verlag Mathematics.
   

Citations (as of January 2012)

1. ‣SSRN: 4790 downloads and 93 citations
   

           (top 1.6% worldwide in downloads during the last 12 months, and top 2.4% worldwide   

            in citations)

1. ‣IDEAS: 2239 downloads and 143 citations
   

2.       (top 13% in the EU in downloads)
   

Academic service

1. 2011-...    Co-director of the ECARES doctoral school
   

2. 2010-…  Director of the Financial Econometrics group (8 members: 1 prof., 1 post-doc, 5 PhD and 1 external)
   

3. 2005-2009 Co-director of the ECARES doctoral school
   

4. 2008-... Member of the Academic Board of the Brussels Finance Institute
   

5. 2009-... Member of the ECORE executive committee
   

Research contracts, sponsoring and fund raising

1. ‣Funds from the French speaking Belgian Science Foundations, 2010-2011-2012 (10,000€)
   

2. ‣Funds from the International Relations Department of the Université libre de Bruxelles, 2010 (10,000€)
   

3. ‣Chaire Waseda at the Université libre de Bruxelles March 2010 (3,000€)
   

4. ‣Grant for starting an academic spin-off 2010-2011 (140,000€)
   

5. ‣Sponsoring from the National Bank of Belgium for Modeling vast panels of volatilities, 2009 (3,450€)
   

6. ‣Dexia Bank donation 2007-2011 (205,000€)
   

7. ‣Sponsoring from the Academie Universitaire Wallonie-Bruxelles for the organization of Doctoral courses 2008-2009-2012 (8,500€)
   

8. ‣Shadow local supervisor of a PAI grant (of the Belgian Science Foundation) 2007-2011 (400,000€)
   

9. ‣Sponsoring from the National Bank of Belgium for Studies on informational-driven volatility, 2007 (13,700€)
   

10. ‣Sponsoring from the National Bank of Belgium for Exploiting the information content in a limit order book, 2005 (15,525€)
    

Professional membership

1. ‣Founding member of the Society for Financial Econometrics (SoFiE)
   

2. ‣Econometric Society
   

3. ‣Euro Area Business Cycle Network
   

Languages

1. ‣Spanish (mother tongue)
   

2. ‣English (fluent all levels)
   

3. ‣French (fluent all levels)
   

4. ‣Italian (fluent passive, low active)