December 2	University of Zurich
	March 20-21	Humboldt-Universität zu Berlin

Forthcoming publications:

• Subsampled Realized Kernels, Forthcoming in Journal of Econometrics, with Ole E. Barndorff-Nielsen, Peter R. Hansen and Neil Shephard.

• Realized Kernels in Practice: Trades and Quotes, Forthcoming in Econometrics Journal, with Ole E. Barndorff-Nielsen, Peter R. Hansen and Neil Shephard.

Selected recent publications:

• Designing Realized Kernels in to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise, Econometrica, 2008, Vol. 76, No. 6, 1481–1536, with Ole E. Barndorff-Nielsen, Peter R. Hansen and Neil Shephard.

• Moving Average-Based Estimators of Integrated Variance, Econometric Reviews, 2008, Vol. 27, No. 1, pp. 79-111, with Peter R. Hansen and Jeremy Large.

• Integrated Covariance Estimation Using High-Frequency Data in the Presence of Noise, Journal of Financial Econometrics, 2007, Vol. 5, No. 1, pp. 68-104, with Valeri Voev.

• Realized Variance and Market Microstructure Noise, J. of Business and Economic Statistics, 2006, Vol. 24, pp. 127-218 (inc. Comments and Rejoinder), with Peter R. Hansen.