Conferences

Conferences #

  • 2024 Symposium on Recent Developments in Time Series Econometrics and Applied Macroeconomics, Xiamen, China

    Testing for Spurious Factor Analysis on High Dimensional Nonstationary Time Series

  • International Symposium on Nonparametric Statistics 2024, Portugal.

    Inference of Unknown Semiparametric Transformation via Distribution Regression Estimation

  • The Netherlands Econometric Study Group (NESG) Conference, Maastricht.

  • 6th Vienna Workshop on High-Dimensional Times Series in Macroeconomics and Finance, Austria

  • International Conference on Computational Finance, Amsterdam,2024

    Dectecting Spurious Factor Models

  • Fens, Forests, Formulas Workshop in Statistics and Probability

    Extending Extreme Value Inference to General Heterogeneous Data

  • Invited Speaker at 13th International Conference on Extreme Value Analysis, Bocconi University, Milan, Italy.

    Dectecting Spurious Factor Models

  • Invited Speaker at EVTA Seminar, Vrije Universiteit Amsterdam, the Netherlands

    Rethinking Tail Inference

  • 15th International Conference of the ERCIM WG on Computational and Methodological Statistics (Session organizer), London, United Kingdom

    Extreme Value Statistics for Heterogeneous Power Law Data

  • Extreme Value Theory and Quantitative Risk Management Workshop (via VooV), Fudan University

  • Young Researchers Workshop on Quantitative Risk Management and Other Related Topics, Fudan University, China. Chinese information here.

  • 13th International Conference of the ERCIM WG on Computational and Methodological Statistics (Session organizer), London, United Kingdom (virtually via Zoom)

    Unified extreme value estimation for heterogeneous data

  • Netherlands Econometric Study Group Conference 2020, Tilburg (virtually via Zoom)

  • 12th International Conference of the ERCIM WG on Computational and Methodological Statistics (Session organizer), London, United Kingdom

    Most powerful quadratic test against high dimensional free alternatives

  • 11th international conference on Extreme Value Analysis (Invited), Zagreb, Croatia

    Statistical Inference for a Relative Risk Measure

  • 11th International Conference of the ERCIM WG on Computational and Methodological Statistics (Invited), Pisa, Italy

    Computing Value-at-Risk Via Peaks-over-threshold Generalized Pareto Distribution

  • Actuarial Risk Modelling and Extreme Values (ARMEV) Workshop, Canberra, Australia

  • 14th International Symposium on Econometric Theory and Applications, Sydney, Australia

  • 3rd Xiamen-Monash Joint Workshop on Economics, Econometrics and Statistics, Xiamen, China

  • 10th International Conference of the ERCIM WG on Computational and Methodological Statistics (Invited), London, United Kingdom

  • 10th International Conference on Extreme Value Analysis, Delft, Netherlands

    Asymptotics for Extreme Depth-based Quantile Region Estimation

  • 9th International Conference of the ERCIM WG on Computational and Methodological Statistics (Invited), Seville, Spain

  • 3rd Conference of the International Society for Non-Parametric Statistics (Invited), Avignon, France

  • 8th International Conference of the ERCIM WG on Computational and Methodological Statistics (Invited), London, United Kingdom

  • 9th Extreme Value Analysis Conference, Ann Arbor, United States

    Estimation of Extreme Depth based Quantile Regions

  • AIO 22nd meeting of AIO’s in Stochastics, Hilversum, Netherlands