Presentations, Lectures, etc.

June 10-12, 2009
Geneva, Switzerland
SoFiE Annual Meeting

May 26, 2009
Oxford University, England
Seminar, Oxford-Man Institute for Quantitative Finance

March 23-24, 2009
Berlin, Germany
Deutsche Bundesbank and Free University of Berlin
Conference on Macroeconomic and Financial Forecasting
(Keynote)

January 16-17, 2009
Lisbon, Portugal
Conference on Predictability in Financial Markets
(Invited paper)

January 3-5, 2009
San Francisco, CA
ASSA Meetings

November 19, 2008
New York, NY
Society of Quantitative Analysts
(Public lecture)

November 13, 2008
University of Chicago
Seminar, Graduate School of Business

November 6-7, 2008
Santiago, Chile
12th Annual Conference of the Central Bank of Chile
(Invited paper)

October 17-18, 2008
Stockholm, Sweden
Central Bank of Sweden (Sveriges Riksbank)
Conference on Modeling and Forecasting Economic and Financial Time Series with State Space Models

October 5-7, 2008
Bordeaux, France
Inquire Europe Seminar on Liquidity, Credit and Risk

September 15-16, 2008
Oxford University, England
Conference on Financial Econometrics and Vast Data

July 28 - August 1, 2008
Rio de Janeiro, Brazil
Forecasting in Rio
(Keynote)

July 14-18, 2008
Singapore
Conference in Honor of Peter Phillips
Far Eastern Econometric Society Meeting (Invited paper)

July 7-11, 2008
Cambridge, Mass.
NBER Summer Institute

June 23-27, 2008
Kona, Hawaii
Western Finance Association Meeting

June 20-22, 2008
San Diego, California
Conference in Honor of Rob Engle

June 11-14, 2008
Coimbra, Portugal
Workshop on Financial Time Series
(Keynote)

June 5-6, 2008
New York, NY
Society for FInancial Econometrics (SoFiE) meeting

June 3-4, 2008
London, England
Oliver Wyman Institute

May 12-14, 2008
Sea Island, Georgia
Federal Reserve Bank of Atlanta Financial Market Meeting

May 5-6, 2008
Milan, Italy
Concentric

April 28 - May 2, 2008
Geneva, Switzerland
Swiss Finance Institute

April 14-18, 2008
Washington, DC
International Monetary Fund

March 17-20, 2008
Warwick, England
Royal Economic Society Meetings
(Invited paper)

March 13-16, 2008
Mt. Tremblant, Canada
McGill University / IFM^2 Risk Management Conference
(Invited paper)

January 2008
New Orleans, LA
Econometric Society meetings

November 30 - December 1, 2007
Frankfurt, Germany
European Central Bank Conference on Economic Forecasting

July 4-12, 2007
Singapore
First Annual Conference of the Risk Management Institute (Invited lecture)
Singapore Econometric Study Group (SESG)
Singapore Monetary Authority
Singapore Management University

June 18-21, 2007
London , England
Wharton/MOWI Financial Risk Roundtable

May 24, 2007
Los Angeles, CA
UCLA, Seminar

May 15, 2007
New York, NY
NBER conference on Financial Risk Management

April 30 - May 4, 2007
Washington, DC
IMF Lectures

April 23-28, 2007
Geneva, Switzerland
Swiss Finance Institute, Course on Financial Econometrics and Forecasting

April 19-22, 2007
Cambridge, England
Cambridge University, Conference on High-Frequency Bond Market Analysis

April 12-13
Philadelphia
Wharton 125th Anniversary Economic Summit
"The Known, the Unknown and the Unknowable in Financial Risk Management"
(Public lecture)

March 23, 2007
Cambridge, Mass.
NBER International Finance and Macro Meeting

February 21-24, 2007
London, England
Tanaka Business School, Imperial College, Workshop on High-Frequency Data in Finance

February 16, 2007
Philadelphia, Pa.
RMA/Wharton Advanced RIsk Management Program

January 5-7, 2007
Chicago, IL
ASSA Annual Meeting

December 7, 2006
New York
The New York City Junto

November 14, 2006
Princeton, NJ
Princeton University, Seminar

November 3, 2006
New York
Goldman Sachs & Co., Seminar

October 27, 2006
Federal Reserve Bank of Cleveland
Workshop on Methods and Applications for Dynamic Stochastic General Equilibrium Models

October 24, 2006
University Park, PA
Penn State University Seminar

October 12-13, 2006
San Diego, Ca.
University of California, San Diego, Seminar

September 29-20, 2006
Montreal, Canada
NBER-NSF Time Series Meeting

September 22, 2006
New York, NY
New York University Seminar

September 15, 2006
Providence, RI
Brown University Seminar

August 28 - September 1, 2006
Geneva, Switzerland
FAME Lectures

August 9-11, 2006
Washington, DC
Federal Reserve Board Seminar

July 22 - August 5, 2006
San Francisco, Ca.
Federal Reserve Bank of San Francisco
Visiting Scholar & Seminars

July 10-14, 2006
Cambridge, Mass.
NBER Summer Institute

June 13-17, 2006
Rotterdam, The Netherlands
Econometric Institute 50th Anniversary Celebration
Plenary Address

May 22-26, 2006
Washington, DC
IMF Lectures

May 4-6, 2006
Eltville, Germany
Deutsche Bundesbank Conference on Forecasting

April 20-21, 2006
Nashville, Tennessee
Vanderbildt University Seminar

April 11, 2006
Baltimore, Maryland
Johns Hopkins University Seminar

April 2-4, 2006
Palm Beach, Florida
Institute for Quantitative Research in Finance ("Q Group"), Spring Meeting

March 30 - April 1, 2006
Atlanta, Georgia
Conference in Honor of Charles Nelson, Federal Reserve Bank of Atlanta

March 24-26, 2006
Mont Tremblant, Quebec
McGill Finance Research Centre / Institut de Finance Mathématique de Montréal
Conference on Financial Risk Management
Keynote Address

March 9-10, 2006
New York, NY
Columbia University
Seminar (joint Econometrics and Macroeconomics)

January 6-8, 2006
Boston, Mass.
ASSA Meetings

December 16-17, 2005
Istanbul, Turkey
EC2 Conference on The Econometrics of Financial and Insurance Risks
Plenary Address

November 10, 2005
Cambridge, Mass.
NBER Conference on Risks of Financial Institutions

October 26-30, 2005
Berlin, Germany
Hermann Otto Hirschfeld Lectures, Humboldt University
"Financial Econometrics: Asset Returns and Underlying Fundamentals"

September 29-30, 2005
New York, New York
New York University Conference on Financial Market Risk

August 29-September 2, 2005
Geneva, Switzerland
FAME Lectures

August 17-21, 2005
London, England
World Congress of the Econometric Society

August 1-5, 2005
Gerzensee, Switzerland
Swiss National Bank, Study Center Gerzensee
"Financial Markets and the Macroeconomy: The Econometrics of the Interface"

July 21-22, 205
Board of Governors of the Federal Reserve System, Washington, DC
Conference on Financial Market Risk Premiums: Time Variation and Macroeconomic Links

July 11-16, 2005
National Bureau of Economic Research, Cambridge, Mass.

July 6-9, 2005
Humboldt University, Berlin

June 18-21, 2005
Western Finance Association Annual Meeting, Portland, Oregon
"Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility"
"Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets"

May 18-20, 2005
Project Link Annual Meeting, Mexico City
Lawrence R. Klein Lecture

May 11-13, 2005
Morgan Stanley Equity Market Research Conference, Miami
Invited paper, "Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility"

May 2-6, 2005
International Monetary Fund, Washington, DC
IMF Institute Lectures
"Forecasting in Macroeconomics and Finance"

April 8-9, 2005
CIRANO-CIREQ Conference on Forecasting in Macroeconomics and Finance, Montreal
Keynote Address
"New Directions in Forecasting"

March 16-17, 2005
St. Vincent’s University, Latrobe, Pennslyvania
Alex G. McKenna Lecture

March 10, 2005
Oxford Economics USA World Outlook Conference, Washington DC
Keynote Address, "Interest Rates and the Business Cycle"

February 2, 2005
Philadelphia Council of Business Economists, Federal Reserve Bank of Philadelphia
"The Economic and FInancial Outlook for 2005"

January 7-9, 2005
American Economic Association Annual Meeting, Philadelphia
"The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach"
“A Framework for Exploring the Macroeconomic Determinants of Systematic Risk”

January 7-9, 2005
American Economic Association Annual Meeting, Philadelphia
Nobel Prize Luncheon in Honor of Robert F. Engle and Clive W.J. Granger
Keynote address, "The Nobel Memorial Prize for Robert F. Engle"

January 6-7, 2005
Wharton School, Philadelphia
Wharton Financial Institutions Center
Conference on "Risk Management in Financial Institutions:  The Known, the Unknown, and the Unknowable"

November 5, 2004
Cambridge, Mass.
NBER Conference on "Monetary Economics"
"The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach"

October 22, 2004
Cambridge, Mass.
NBER Conference on "International Finance and Macroeconomics"
"Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets"

October 21-24, 2004
Woodstock, Vermont
NBER Conference on "Risks of Financial Institutions"
"Volatility and Correlation Modeling in Market Risk Management: Pitfalls and Opportunities"

Sept. 30 - Oct. 1, 2004
Stern School of Business, New York University
Conference on “Innovations in Financial Econometricsin Honor of the 2003 Nobel Prize"
"Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics"

August 30 - Sept 3, 2004
International Center FAME, Geneva
“Financial Econometrics and Forecasting”

July 10-18, 2004
Singapore Management University, Singapore
"Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics"

July 6-11, 2004
Melbourne, Australia
Marshak Lecture, Econometric Society
"Asset Return Volatility, High-Frequency Data, and the New Financial Econometrics"

June 3-4, 2004
Wharton School, Philadelphia
Wharton Financial Risk Roundtable
"Creating Value in the Life Insurance Industry"

May 10-11, 2004
European Central Bank / Center for Financial Studies, Frankfurt
Conference on "Capital Markets and Financial Integration in Europe"
"Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets"

May 3-7, 2004
International Monetary Fund, Washington, DC
IMF Institute Lectures
"Forecasting in Macroeconomics and Finance"

April 15-18, 2004
UCSD, La Jolla, California
Handbook of Economic Forecasting Conference
First Annual Rady Economic Forecasting Symposium
"Forecasting in Finance"

March 26, 2004
Board of Governors of the Federal Reserve System, Washington, DC
Conference on Models and Monetary Policy
"On Robust Monetary Policy with Structural Uncertainty"