Organization of seminars

1. 1.2004-... ECARES Econometrics and statistics seminar
   

2. 2.2005-... Local organizer of the quarterly KUL-ECORE Econometrics seminar
   

Organization of conferences (or sessions)

1. 1.Member of the scientific program committee and organization of one session on the 6th International Conference on Computational and Financial Econometrics (CFE'12), December 2012, Oviedo, Spain
   

2. 2.Member of the scientific program committee and organization of one session on the 5th International Conference on Computational and Financial Econometrics (CFE'11), 17-19 December 2011, London, UK
   

3. 3.New Developments in Econometrics and Time Series. September 12-13 2011, Brussels, Belgium (with Holger Dette, Marc Hallin and Davy Paindaveine)
   

4. 4.One-day conference in Latest Developments in Financial Econometrics. March 4 2011, Brussels, Belgium
   

5. 5.Member of the scientific program committee and organization of two sessions in the 4th International Conference on Computational and Financial Econometrics (CFE'10), 10-12 December 2010, London, UK
   

6. 6.First Dexia & SBS-EM workshop in Quantitative Finance. November 25 2010, Brussels, Belgium
   

7. 7.Understanding and Modeling Dysfunctions in Financial Markets. October 15-16 2010, Leuven, Belgium (with Thomas Lux and Pablo Rovira)
   

8. 8.Latest Developments in Heavy-Tailed Distributions. March 26-27 2010, Brussels, Belgium (with Marc Paolella)
   

9. 9.Member of the scientific program committee and organization of one session on the 3rd International Conference on Computational and Financial Econometrics (CFE'09), 29-31 October 2009, Limassol, Cyprus
   

10. 10.Fourth Brussels-Waseda Seminar and Time Series and Financial Statistics. June 21-23 2009. Brussels, Belgium (with Marc Hallin and Masanobu Taniguchi)
    

11. 11.Conference on International Macroeconomics and Finance. February 13-14 2009. Brussels (with Paul De Grauwe, Hans Dewachter, Robert Kollmann, Philippe Martin and Rafael Wouters)
    

12. 12.Third Brussels-Waseda Seminar and Time Series and Financial Statistics. November 3-4 2008. Izu, Japan (with Marc Hallin and Masanobu Taniguchi)
    

13. 13.Second Brussels-Waseda Seminar and Time Series and Financial Statistics. June 23-24 2008. Brussels (with Marc Hallin and Masanobu Taniguchi)
    

14. 14.Conference on International Adjustment. November 9-10 2007. Brussels (with Giancarlo Corsetti, Paul De Grauwe, Hans Dewachter, Robert Kollmann and Rafael Wouters)
    

15. 15.Econometrics of Microstructure of Financial Markets. April 23-24 2004. Tilburg University (with Bas Werker and Feico Drost)
    

Member of the scientific committee of conferences

1. 1.Member of the program committee of the 2012 annual meeting of the European Financial Management Association, 27-30 June 2012, Barcelona, Spain.
   

2. 2.Member of the scientific program committee of the 2011 European Seminar on Bayesian Econometrics (ESOBE): The Interface of Macroeconomics, Finance and Forecasting. November 4-5 2011, Louvain-la-Neuve, Belgium.
   

3. 3.Member of the scientific program committee of the CEQURA conference on Advances in Financial and Insurance Risk Management. September 19-21 2011, Munich, Germany.
   

4. 4.Member of the scientific program committee of the Interdisciplinary workshop on Econometric and statistical modelling of multivariate time series. May 25-27 2011, Louvain-la-Neuve, Belgium (with Luc Bauwens, Christian Hafner, Johan Segers, Sébastien Van Bellegem and Rainer von Sachs)
   

5. 5.Nonparametric statistics and time series models. Conference in honor of Marc Hallin. November 27-28 2009, Brussels, Belgium (with Catherine Dehon, Gentiane Haesbroeck, Davy Paindaveine, Thomas Verdebout and Catherine Vermandele)
   

Presentations

2012

      Invited seminar speaker

1. 1.University of Gent (September)
   

1. 1.University Pompeu Fabra (May)
   

2. 2.Universidad Carlos III (May)
   

3. 3.CEMFI (April)
   

4. 4.Banco de España (April)
   

5. 5.New York Fed (April)
   

6. 6.ECARES (March)
   

7. 7.University of Manchester (February)
   

8. 8.University of Konstanz (February)
   

      Conferences (*: invited, the rest are all peer-review)

9. 9.Co-movement of Volatilities, Returns and Tails – Volatility Institute, NYU, New York, USA (April)
   

10. 10.II Workshop in Time Series Econometrics – Zaragoza, Spain (April)
    

11. 11. Asymmetries and Nonlinear Statistics – Waseda University, Tokyo, Japon (March)*
    

12. 12.Conference on Fat Tails, Copulas, Bad Economic Times and Rare Events – ENSAI, Rennes, France (January)*
    

2011

      Invited seminar speaker

13. 13.London School of Economics and Political Science (January)
    

14. 14.Tinbergen Institute (January)
    

15. 15.CREST (February)
    

16. 16.Cass Business School (March)
    

17. 17.University of Melbourne (April)
    

18. 18.Monash University (April)
    

19. 19.University of Tasmania (April)
    

20. 20.University of Technology Sydney (May)
    

21. 21.University of Sydney (May)
    

22. 22.University of New South Wales (May)
    

23. 23.Qeensland University of Technology Brisbane (May)
    

24. 24.Singapore Management University (May)
    

25. 25.National University of Singapore (May)
    

26. 26.ECORE (December)
    

27. 27.Waseda University (December)
    

      Conferences

28. 28.One-day conference in Latest Developments in Financial Econometrics - ECARES, Brussels, Belgium (March)*
    

29. 29.7th International Symposium on Econometric Theory and Applications (SETA 2011) - Monash University, Melbourne, Australia (April)
    

30. 30.Time series analysis and computational statistics (conference in honor of Guy Mélard) - Université libre de Bruxelles, Brussels, Belgium (June)*
    

31. 31.2nd Conference on Advances in Financial and Insurance Risk Management – CEQURA, University of Munich, Germany (September)*
    

32. 32.International Symposium in Statistics and Financial Time Series - Wakayama, Japan (December)*
    

33. 33.5th International Conference on Computational and Financial Econometrics" (CFE'11) - London, UK (December)*
    

2010

     Invited seminar speaker

34. 34.Waseda University (January)
    

35. 35.Rutgers University (April)
    

36. 36.New York University - Stern School of Business (May)
    

37. 37.Princeton University (May)
    

38. 38.Universidad del Rosario of Bogotá (August)
    

39. 39.Harvard Club of Ecuador (August)
    

40. 40.Universidad Andina Simón Bolívar in Quito (August)
    

41. 41.Weekly meetings of Analytica in Quito (August)
    

42. 42.Erasmus University Rotterdam (October)
    

43. 43.Joint statistics UCL-ULB seminar (October)
    

44. 44.Swiss Finance Institute - Lugano (November)
    

     Conferences

45. 45.Latest Developments in Heavy-Tailed Distributions - ECARES, Brussels, Belgium (March) *
    

46. 46.Volatility and Systemic Risk - Stern Business School, New York University, New York, USA (April)
    

47. 47.Mathematical Finance Days - Institut de Finance Mathematique de Montreal,  Canada (May)
    

48. 48.Western Finance Association (discussion) - Victoria, Canada (June)*
    

49. 49.Time Series, Quantile Regression and Model Choice - University of Dortmund, Germany (September)*
    

50. 50.Conference on Advances in Financial and Insurance Risk Management – CEQURA, University of Munich, Germany (September)
    

51. 51.2nd HEC finance and statistics conference – HEC Paris, France (October)*
    

52. 52.Understanding and Modeling Dysfunctions in Financial Markets - Leuven, Belgium (October)*
    

53. 53.XVIII Foro de Finanzas - Universidad CEU-Cardenal Herrera, Elche, Spain (November)
    

54. 54.First Dexia & SBS-EM workshop in Quantitative Finance – Brussels, Belgium (November) *
    

55. 55.4th International Conference on Computational and Financial Econometrics" (CFE'10) - London, UK (December)*
    

2009

     Invited seminar speaker

56. 56.CREATES Aarhaus (March)
    

57. 57.Universidad de Alicante (June)
    

58. 58.Imperial College Business School (September)
    

59. 59.Queen Mary University of London (November)
    

60. 60.Waseda University (December)
    

     Conferences

61. 61.Humboldt-Copenhagen Conference 2009 on Recent Developments in Financial Econometrics - Berlin, Germany (March)
    

62. 62.6th International Conference on Computational Management Science - Geneva, Switzerland (May)*
    

63. 63.Conference in recent developments in time series - INSEE, Rennes, France (June)*
    

64. 64.SITE summer workshop (segment 1) - Stanford, USA (June)*
    

65. 65.FERC Conference on Individual Decision Making, High Frequency Econometrics and Limit Order Book Dynamics - Warwick, UK (September)
    

66. 66.3rd International Conference on Computational and Financial Econometrics" (CFE'09) - Limassol, Cyprus (October)*
    

67. 67.XVII Foro de Finanzas - IESE, Madrid, Spain (November)
    

68. 68.Statistical inference in multivariate models and time-series models - Kagoshima, Japan (December)*
    

2008

     Invited seminar speaker

69. 69.Université libre de Bruxelles (April)
    

70. 70.Humbolt University (June)
    

71. 71.HEC Paris (October)
    

     Conferences

72. 72.Belgian Finance Research Forum - Gent, Belgium (May)
    

73. 73.2nd Brussels-Waseda Workshop in Statistical Time Series and Finance - Brussels, Belgium (June)*
    

74. 74.2nd International Workshop on Computational and Financial Econometrics - Neuchatel, Switzerland (June)
    

75. 75.Factor Structures for Panel and Multivariate Time Series Data - Maastricht, The Netherlands (September)
    

76. 76.5th Eurostat Colloquium on Tools for Business Cycle Analysis - Eurostat, Luxembourg (September)
    

77. 77.3rd Brussels-Waseda Workshop in Time Series and Finance - Tokyo, Japan (November)*
    

78. 78.XVI Foro de Finanzas - ESADE, Barcelona, Spain (November)
    

79. 79.Recent Developments in Statistics and Econometrics. In Honor of Hirotugu Akaike - Kyoto, Japan (November)*
    

2007

     Invited seminar speaker

80. 80.New Economic School of Moscow (February)
    

81. 81.Université libre de Bruxelles (May)
    

     Conferences

82. 82.International Workshop on Computational and Financial Econometrics - Geneva, Switzerland (April)
    

83. 83.13th International Conference on Computing in Economics and Finance - Montreal, Canada (June)
    

84. 84.XV Foro de Finanzas -  Islas Baleares, Spain (November)
    

85. 85.1st Brussels-Waseda Workshop in Statistical Time Series and Finance - Hakone, Japan (November)*
    

2006

     Invited seminar speaker

86. 86.University of Zurich (May)
    

87. 87.University of Copenhagen (October)
    

88. 88.CORE (October)
    

     Conferences

89. 89.ENTER Jamboree - Stockholm (January)*
    

90. 90.Seasonal adjustment and implications in short-term forecasting - Eurostat, Luxembourg (May)
    

91. 91.MICFINMA Conference on High Frequency Finance - Konstanz, Germany (May)*
    

92. 92.26th International Symposium on Forecasting - Santander, Spain (June)
    

93. 93.Microstructure of Financial and Money Markets - Banque de France, Paris (June)
    

94. 94.High Frequency Econometrics and the Analysis of FX Markets - Warwick, UK (June)
    

95. 95.14th Annual meeting of the Belgian Statistical Society - Houffalize, Belgium (October)
    

96. 96.XIV Foro de Finanzas - Castellon, Spain (November)
    

97. 97.EC² Conference - Erasmus University, Rotterdam, The Netherlands (December)
    

2005

     Invited seminar speaker

98. 98.ECORE (October)
    

     Conferences

99. 99.MICFINMA Workshop - Madrid, Spain (September)
    

100. 100.Heavy tails and Paretian distributions in finance and macroeconomics - Bundesbank, Eltville, Germany (November)*
     

2004

     Invited seminar speaker

101. 101.Université libre de Bruxelles (June)
     

102. 102.Université catholique de Louvain (June)
     

103. 103.Université libre de Bruxelles (October)
     

104. 104.University Carlos III de Madrid (June)
     

105. 105.DG ECFIN European Commission (June)
     

106. 106.Tilburg University (June)
     

107. 107.Katholieke Universiteit Leuven (October)
     

108. 108.University of Maastricht (November)
     

109. 109.University of Technology Munich (December)
     

110. 110.European Central Bank (December)
     

     Conferences

111. 111.Young Leuven Financial Research Day - Leuven, Belgium (April)
     

112. 112.Workshop on Automated Auction Markets - Namur, Belgium (May)
     

113. 113.Forecasting Financial Markets and Economic Decision Making - Lodz, Poland (May)
     

114. 114.MICFINMA Summer School - Konstanz, Germany (July)
     

115. 115.ESEM - Madrid, Spain (August)
     

2003

     Invited seminar speaker

116. 116.Tilburg University (April)
     

     Conferences

117. 117.centrA workshop: Forecasting Public Finances - Sevilla, Spain (October)
     

118. 118.MICFINMA Workshop - Louvain-la-Neuve, Belgium (April)*
     

2002

     Invited seminar speaker

119. 119.Instituto Tecnológico Autónomo de Mexico - ITAM (March)
     

     Conferences

120. 120.LACEA meeting - Montevideo, Uruguay (October) 
     

2001

     Invited seminar speaker

121. 121.CORE (December)
     

     Conferences

122. 122.PAI Conference on Financial Econometrics - Leuven, Belgium (January) 
     

123. 123.EDP Jamboree - Louvain-la-Neuve, Belgium (April)
     

124. 124.York's annual one day meeting in Econometrics - York, UK (June)
     

125. 125.ESEM - Laussane, Switzerland (August)
     

126. 126.Conference on Microstructure and High-Frequency in Finance - Aarhaus, Denmark (August)
     

2000

     Invited seminar speaker

127. 127.University Islas Baleares (November)
     

128. 128.CORE (October)
     

     Conferences

129. 129.EDP Jamboree - Bonn, Germany (April)*
     

130. 130.Seasonality in Economic and Financial Variables - Algarve, Portugal (October)
     

1999

     Invited seminar speaker

131. 131.Institut de statistique (September)
     

     Conferences

132. 132.ESEM - Santiago de Compostela, Spain (August)
     

133. 133.EC² Conference - Universidad Carlos III de Madrid, Spain (December)