2011
- Jeroen Rombouts, HEC Montreal, Canada, June 2011
- Dimitri Korobilis, University of Strahclyde, Unites Kingdom, February 2011
- Timothy J. Vogelsang, Michigan State University, USA, March 2011
- Piotr Fryzlewicz, London School of Economics (LSE), April 2011
- Olivier Wintenberger, CEREMADE, Université Paris Dauphine, Paris, France, April 2011
- Robert F. Engle (Nobel Prize 2003), New York University Stern School of Business, May 2011
- Richard A. Davis, Columbia University, May 2011
- Christian Gouriéroux, University of Toronto & CREST, May 2011
- Marc Hallin, Université Libre de Bruxelles, ECARES, May 2011
- Dennis Kristensen, Columbia University, May 2011
- Timo Teräsvirta, Aarhus University & CREATES, May 2011
- Jeroen Rombouts, HEC Montreal, CORE, May 2011
- Qiwei Yao, London School of Economics, May 2011
- Jun Yu, Singapore Management University, May 2011
- Axel Bücher, Rhur-University of Bochum, Germany, October 21, 2011
- Melanie Schienle, Humboldt-University of Berlin, Germany, November 21, 2011
- Paul Doukhan, University of Cergy-Pontoise, France, December 16, 2011
2010
- Paul Embrechts, D-Math, ETH, Zurich, Switzerland, 14/01/2010-15/01/2010
- John P. Nolan, American University, Washington DC, USA, 10/02/2010 - 17/02/2010
- Dimitri Korobilis, University of Strahclyde, Unites Kingdom, 02/02/2010 -04/02/2010
- Massimiliano Capori, University of Padova, Italy, 26/02/2010
- Michael McAleer, University of Erasmus , Rotterdam, The Netherlands, 26/02/2010
- Richard A. Davis, Columbia University, New York, USA, 26/03/2010
- T. Tony Cai, The Wharton School, University of Pennsylvania, USA, 31/03/2010
- Gilles Faÿ, Université de Lille 1, France, 23/04/2010
- Laurent Jacques, Communications and Remote Sensing Laboratory, UCL, Belgium, 23/04/2010
- François Roueff, TELECOM ParisTech, Paris, France, 01/09/2010 – 31/12/2010
- Piotr Fryzlewicz, London School of Economics (LSE), 08/09/2010 – 10/09/2010
- Lars Stentoft, HEC, Montreal, 22/09/2010
- Autin Florent, Université d'Aix-Marseille 1, France, 15/11/2010 – 20/11/2010
- Anthony G. Bellotti, Imperial College London, United Kingdom, 08/12/2010
- Karim Abadir, Imperial College London, United Kingdom, 15/12/2010
2009
- John H.J. Einmahl, Tilburg University, The Netherlands, 25/03/09-26/03/09
- Andrea Krajina, Tilburg University, The Netherlands, 25/03/09-26/03/09
- Bojan Basrak, University of Zagreb, Croatia, 01/04/09-05/04/09
- Oliver Linton, London School of Economics (LSE), United Kingdom, 11/05/09 - 14/05/09
- Jeroen Rombouts, Institut d'Economie Appliquée, HEC Montreal (QC), Canada, 13/05/09 - 15/07/09
- Andrea Krajina, Tilburg University, The Netherlands, 06/07/09-10/07/09
- Yacine Aït-Sahalia, Princeton University, USA, 14/09/09-16/09/2009
- Joachim Grammig, University of Tübingen, 23/09/2009
- James Hamilton, University of California, San Diego, 01/10/2009
- Matteo Barigozzi, ECARES, TBA, Brussels, Belgium, 07/10/2009
- Andrea Krajina, Tilburg University, The Netherlands, 19/10/09-23/10/09
- Piotr Fryzlewicz, London School of Economics, London, UK, 22/10/09 - 25/10/09
- Clifford Lam, London School of Economics, London, UK, 22/10/09 - 25/10/09
- Michael Rockinger, HEC, University of Lausanne, Switzerland, 18/11/09
2008
- Rohit Deo, Stern Business School, University of New-York, 10/12 - 13/12/08
- Timo Teräsvirta, Aarhus University, Denmark, 07/10 - 20/11/08
- Mhamed Mesfioui, UQTR, Quebec, Canada, 26/10 - 01/11/08
- Claudia Czado, Technische Universität Munchen, Germany, 28/10/08 - 30/10/08
- Claudia Kirch, University of Kaiserslautern, Germany, 05/10/08 - 15/10/08
- John Aston, Warwick University, United Kingdom, 09/10/08 - 12/10/08
- Niels Haldrup, University of Aarhus, Denmark, 24/09/2008
- Siem Jan Koopman, Vrije Universiteit Amsterdam, The Netherlands, 24/09/2008
- Joseph Tadjuidje, University of Kaiserslautern, Germany, 19/06/08 - 25/06/08
- Jeroen Rombouts, Institut d'Economie Appliquée, HEC Montreal (QC), Canada, 15/05/08
- Babara Choros, Humboldt-Universität Berlin, Germany, 16/04/2008
- Hans Manner, University of Maastricht, The Netherlands, 16/04/2008
- Johanna Neslehova, EH Zürich, Switzerland, 16/04/2008
- Guy Mélard, Université Libre de Bruxelles, Belgium, 14/03/2008
- Vladimir Spokoiny, Weierstrass Institute, Berlin, Germany, 03/03/08 - 05/03/08
2007
- Peter Boswijk, University of Amsterdam, The Netherlands, 16/11/2007
- Hashem Pesaran, University of Cambridge, United Kingdom, 16/11/2007