Honorary Lectures

  • Presentation titled, "Volatility, Correlation and Tails for Systemic Risk Management" at Risk Minds Conference – Geneva, December 2011
  • Presentation titled, "Volatility, Regulation and Systemic Risks" at International Forum on Financial Risk – Toronto, October 2011
  • Speaker, European Colloquia – Italy, September 2011
  • Presentations titled, "Financial Institutions Systemic Risk and Innovation" and "Volatility Correlations and Tails", at RBA/BIS Conference - Australia, June 2011
  • Columbia University’s 17th Annual Workshop on Financial Engineering: Quantitative Trading and Asset Management (presentation on NYU’s Systemic Risk Rankings) – Columbia University, November 2010
  • Luncheon Address titled “Counterparty Risk and Dodd-Frank” at the NYU-DTCC Conference titled “Managing Counterparty and Systemic Risk Under Dodd-Frank” – New York University, November, 2010
  • Plenary Address titled “Volatility – Where Are We Going?” and Workshop titled “Global Financial Stability and Long Run Risks”, at the South African Statistical Association (SASA) Conference – South Africa, November 2010
  • Keynote Speech on “NYU Stern Systemic Risk Ranking” at the 13th Conference of the European Central Bank (ECB) – Center for Financial Studies (CFS) Research Network on “Macro-Prudential Regulation as an Approach to Contain Systemic Risk: Economic Foundations, Diagnostic Tools and Policy Instruments” – Frankfurt, September 2010
  • Scientific Seminar on Financial Econometrics - Tinbergen Institute, Amsterdam, September 2010
  • Keynote Address titled "Global Financial Stability and Long Term Risk" for the Global Derivatives 2010 Conference – Paris, France, May 2010
  • Eötvös Loránd University – Budapest, December 2009
  • Hungarian National Bank – Budapest, December 2009
  • Nobels Colloquia in Trieste – Italy, December 2009
  • Derivatives 2009: Looking Towards the Future – NYU Salomon Center, November 2009
  • Global Summit for the World Economic Forum – Dubai, November 2009
  • Nobel Chair for Taiwan National Central University - Taipei, November 2009
  • Taiwan Stock Exchange – Taipei, November 2009
  • Science and Innovation Week – Mexico, September 2009
  • New Economics School – Moscow, August 2009
  • Asociación de Economistas de América Latina y el Caribe - Cuba, March 2009
  • Stanford Institute for Economic Policy Research (SIEPR), February Associates Meeting: "What is Happening to Financial Market Volatility and Why?" (PDF slides, Power Point presentation, links to video [scroll down]) – February, 2009
  • Speaker/Participant at the World Economic Forum – Davos, January 2009
  • International Peace Foundation: "Bridges – Dialogues Towards a Culture of Peace" – Bangkok, December 2008
  • Lecture on "High Dimension Dynamic Correlations" at HIS joint with OeNB - Vienna, December 2008
  • Speaker/Participant at Nobels Colloquia - Trieste, December 2008
  • Conference on Multivariate and Extremes - Oxford University, November 2008
  • NY Quantitative Finance Seminar - November 2008
  • Conference at Bendhiem - October 2008
  • New York Academy of Sciences Conference - Mexico, September 2008
  • NBER/NSF Aarhus University - September 2008
  • Research Seminar, University of Savoie – France, March 2008
  • Speaker/Participant at Nobels Colloquia in Trieste - December 2007
  • Lecture on "High Dimension Dynamic Correlations" at HIS joint with OeNB - Vienna, December 2007
  • Keynote speaker at ISEO European Colloquia and Pioneer Investment - Vienna
  • Panel Discussant on Volatility TOPIC: The Fed’s role & the impact of financial turmoil on the real economy with Tom Cooley and Mickey Levy, Chief Economist of Bank of America - November 2007
  • Public Lecture at Universidad Carlos III - Madrid, Spain. October 30, 2007
  • Master Lecture at Foundation Rafael Del Pino – Madrid, Spain, October 29, 2007
  • Keynote Speaker at the Multivariate Volatility Models Conference - Faro, Portugal, October 26, 2007
  • Keynote Address and Official Opening Remarks for the FMA 2007 Annual Meeting - Orlando, Florida, October 17, 2007
  • Lecture titled "Vector Multiplicative Error Models: Representation and Inference" at the Princeton Conference on Likelihood Methods – Princeton, NJ, October 2007
  • Keynote Speaker for the Journal of Investment Management Conference Series - Boston, MA., September 2007
  • Invited talk "DECO: Dynamic Equicorrelation Models for Large Correlation Matrices" at the 2007 European meeting of the Econometric Society - Budapest, Hungary, August 2007
  • Keynote Speaker for the Conference 2007 International Symposium on Financial Engineering and Risk Management (FERM2007) - Beijing 11-12, June 2007
  • Speaker Address titled "Volatility, Downside Risk, Portfolio Models, and VAR" - Distinguished Lecture Series at KAIST Graduate School of Finance - Seoul, South Korea
  • Lecture on "Global Financial Volatility" at the Chancellor’s Distinguished Lecture Series at University of California – Riverside, May 2007
  • Speaker at the Inaugural Rady School Finance Conference - May 2007
  • Public Lecture at University of Technology - Sydney, Australia, April 12, 2007
  • Speaker Address titled "Global Financial Volatility", European Central Bank – Frankfurt, Feb. 5, 2007
  • Speaker Address titled "Global Financial Volatility", Swiss National Bank – Zurich, Feb. 2, 2007
  • Lecture on "Anticipating Correlations", Manchester Business School – Manchester, UK., Jan. 31, 2007
  • Lecture on "Execution Risk", Morgan Stanley Conference – London School of Economics, London, Jan. 30, 2007
  • Panel Presenter at the World Economic Forum – Davos, Switzerland, January 2007
  • Lecture at the Econometrics Conference at Yale University - New Haven, Connecticut, Dec. 2, 2006
  • Keynote speech at Ukrainian National University – Kiev, Ukraine, Oct. 13, 2006
  • Lecture on "Measuring and Modeling Execution Cost and Risk", Time Series Conference – Montreal, Quebec, Sept. 29, 2006
  • Lecture at the University of Florence, Sept. 15, 2006
  • Lecture on "Global Financial Volatility", Lindau Foundation – Germany, Aug. 16, 2006
  • Speaker at the International Symposium on Forecasting – Santander, Spain, June 12, 2006
  • Speaker at INSEAD - Paris, France, June 9, 2006
  • Lecture at Hautes Etudes Commerciales - Université de Lausanne, June 8, 2006
  • Lecture on "Execution Risk" - Paris Microstructure, June 6, 2006
  • Edmund R. Mechalik Distinguished Lecture in the Mathematical Sciences, "Global Volatility: It’s Measurement, Interpretation, and Causes" - University of Pittsburgh, April 7-9, 2006
  • Speaker: "Downside Risk and its Implications for Financial Management", Q-Group Conference – Institute for Quantitative Research in Finance, West Palm Beach, Florida, March 31-April 3, 2006
  • Speaker: "Financial Volatility – Causes, Consequences, and Global Patterns", Midwest Economics Association – Chicago, March 24-25, 2006
  • Will Mann Richardson Lectureship - Austin College, March 3-5, 2006
  • Lecture and Workshop on "Execution Risk" - University of Toronto, Feb. 17-19, 2006
  • Host, Monday Quantitative Finance & Econometrics Seminars: Stern School of Business – NYU. On-going
  • Keynote speaker "Allied Social Science Association’s Annual Convention, KUU Conference, American Economic Association - Boston, MA., January 6-8, 2006
  • Public Lectures at Chongquing University, Wuhan University, Huanzang University, National Taiwan University, TABF Inauguration, NBER Trio Conference, Tokyo University - December 2005
  • "A Brief History of Time", Economics Roundtable for University of California - San Diego, August 2005
  • Keynote Speaker: "Underlying Dynamics of Credit Correlations", Risk Magazine Quant Congress - New York, NY, November 8, 2005
  • Hedge Fund Lecture Principal Speaker on "Measuring Downside Risk": IXIS - NYU Banking Conference Series on Hedge Funds - September 2005
  • Stern Honors Society Lecture, Stern School of Business – New York University, November 3, 2005
  • Opening Address: "The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes", Statistical and Applied Mathematical Sciences Institute Conference - Duke University, North Carolina, September 2005
  • "Downside Risk – Econometric Models and Financial Implications", ASTIN – AFIR Conference - Zurich, Switzerland, September 2005
  • Key Note Speaker, International Conference on Finance - University of Copenhagen, Denmark, September 2005
  • Chair Speaker, Econometrics Society World Congress - London, England, August 2005
  • "MBS and Credit Derivatives – The Recent Development", 13th annual PBFAE Conference - Rutgers University, New Brunswick, June 10, 2006
  • Lecture: Changing Structures in International and Financial Market ant the Effects on Financial Decision Making - Venice, Italy, June 2 & 3, 2005
  • Lecture on "Frontiers in Time Series Analysis", Journal of Applied Econometrics Annual Conference, Sardinia, Italy - May 29-31, 2005
  • Financial Econometrics Conference - University of Montreal, May 19th, 2005
  • Induction Ceremony Key Note Speaker, Penncrest High school - May 18th, 2005
  • Keynote Speaker, Morgan Stanley Equity Market Microstructure Research Conference - May 12th-13th, 2005
  • Paper presentation on Microstructure, National Bureau of Economic - Cambridge, MA., May 6, 2005
  • "Stern Scholar in the Parlor", Hosted by Leonard Stern, Stern School of Business - April 20th, 2005
  • "Statistics Day", University of Maryland Conference on Statistics - April 15th, 2005
  • Federal Reserve System’s Fourth Annual Community Affairs Research - Federal Reserve Bank of New York, April 8th, 2005
  • Lecture: Citigroup Conference - April 6th, 2005
  • "Dean’s Roundtable Luncheon", Stern Executive Board, Stern School of Business – NYU, April 5th, 2005
  • Presentation on "Testing and Valuing Dynamic Correlations for Asset Allocation", Research Conference for Corporate Associates. Stern School of Business – NYU, April 2005
  • Public Lecture: Budapest Collegiums, "Downside Risk: Implications for Financial Management", European Cultural Foundation - March 23, 2005
  • Lecture on "Downside Risk: Implications for Financial Management", the Czech National Bank, Czech Economic Society and CERGE-EI - March 17, 2005
  • Lecture: "A Simple GARCH Approach to Default Correlations", International Association of Financial Engineers - New York, NY., March 2, 2005
  • "Cutting Edge Innovations and Derivatives", Credit Suisse First Boston First Annual Meeting, March 2005
  • Joint lunch of the AEA/AFA Annual Meeting - Philadelphia, 2004
  • Econometric Institute/Princeton University Press lecture series - Erasmus University, 2003
  • Nobel Lecture - Stockholm, 2003
  • Fields Lecture - University of Toronto, 2001
  • Conference Honoree and Keynote Address, "International Conference on Modeling and Forecasting Financial Volatility" - Perth, Australia, 2001
  • Lecture Series, Finnish Statistical Association Meeting - Vassa, Finland, 2001
  • Journal of Applied Econometrics Lecture Series - Cambridge, England, 2001
  • Lecture Series, Academica Sinica - Taiwan, 2000
  • A.W. Phillips Lecture, Australasian Meetings of the Econometric Society - Melbourne, 1997
  • Fisher Schultz Lecture, European Meeting of the Econometric Society - Istanbul 1996
  • Frank Paish Lecture, Annual Meeting of the Royal Economic Society - Swansea 1996
  • Pareto Lecture, Annual Meeting of ASSET - Istanbul, 1995