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- "A latent dynamic factor approach to forecasting multivariate stock market volatility", Forschungsseminar des Lehrstuhls für Statistik, Wirtschaftswissenschaftliche Fakultät der Universität Augsburg, 15. Juni 2012. Auf Einladung von Prof. Dr. Yarema Okhrin.
- "Intra-Daily Volatility Spillovers between the U.S. and German Stock Markets", 5th CSDA International Conference on Computational and Financial Econometrics (CFE'11), University of London, UK, 17. - 19. Dezember 2011.
- "Intra-Daily Volatility Spillovers between the U.S. and German Stock Markets", Jahrestagung des Vereins für Socialpolitik 2011, Frankfurt am Main, 04. - 07. September 2011.
- "Intra-Daily Volatility Spillovers between the U.S. and German Stock Markets", EEA-ESEM 2011, Oslo, 25-29 August 2011. Vortrags-Stipendium der Schweizerischen Nationalbank.
- "The Conditional Autoregressive Wishart Model for Multivariate Stock Market Volatility", 2nd Humboldt - Copenhagen Conference on Financial Econometrics, Copenhagen, 13-14 May 2011.
- "The Conditional Autoregressive Wishart Model for Multivariate Stock Market Volatility", 3rd International Conference of the ERCIM Working Group on Computing & Statistics (ERCIM'10), University of London, UK, 10-12 December 2010.
- "Multivariate Wishart Stochastic Volatility Models", Statistische Woche, Nürnberg, 14. - 17. September 2010.
- "The Conditional Autoregressive Wishart Model for Multivariate Stock Market Volatility", Jahrestagung des Vereins für Socialpolitik 2010, Kiel, 07. - 10. September 2010.
- "Multivariate Wishart Stochastic Volatility Models", DAGStat 2010, Dortmund, 23. - 26. März 2010.
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