June 15-19, 2012. Invited session on Locally Stationary Processes.
1st conference of the International Society for NonParametric Statistics (ISNPS), Chalkidiki (Greece).
Organizer of the session: Rainer Dahlhaus.
December 19, 2011. Invited session on Analysis of large-dimensional datasets: recent advances.
5th CSDA International Conference on Computational and Financial Econometrics (CFE'11), University of London (UK).
Organizer of the session: Marco Lippi.
August 4, 2011.
Invited session on Sparsity, non-stationarity and dimension reduction in financial statistics.
Joint Statistical Meetings (JSM 2011), Miami Beach (Florida).
Organizer of the session: Piotr Fryzlewicz.
July 9, 2011. Parallel session on Financial Econometrics: Volatility, 17th International Panel Data Conference, Montreal (Canada).
June 27, 2011.
Contributed Session on Time Series Analysis, 31st International Symposium on Forecasting (ISF), Prague (Czech Republic).
May 27, 2011. Parallel session on Advanced Modelling, Eighteenth International Conference on Forecasting Financial Markets (FFM 2011), Marseille (France).
March 5, 2007. Invited Speaker, Seminar of the Econometrics Group of the Department of Quantitative Economics, School of Business and Economics of Maastricht University (The Netherlands). Inviting Professor: Jean-Pierre Urbain.