Professor of Econometrics, from 2005

President of the Louvain School of Statistics, Biostatistics and Actuarial Sciences, Université catholique de Louvain, 2009-2015

Assistant Professor, Erasmus University Rotterdam, 2002-2005

Multa Scripsit, Econometric Theory Award in Recognition of Research Contributions to the Science of Econometrics, 2018.

Keynote speaker, SMU-ESSEC Symposium on Empirical Finance and Financial Econometrics, Singapore Management University, 2012

Keynote speaker, Time Series Analysis of Higher Moments and Distributions of Financial Data, Hong Kong University of Science and Technology, 2018

Associate Editor, Studies in Nonlinear Dynamics and Econometrics (since 2008)

Associate Editor, Econometrics (since 2013)

Associate Editor, Journal of Business and Economic Statistics (since 2015)

Associate Editor, Journal of Risk and Financial Management, since 2013

Associate Editor, Computational Statistics (2004--2015)

Member of the Econometrics and Empirical Economics Programme Committee of the Econometric Society European Meeting, Vienna 2006

Member of the Econometrics and Empirical Economics Programme Committee of the Econometric Society European Meeting, Budapest 2007

Member of the Econometrics and Empirical Economics Programme Committee of the Econometric Society European Meeting, Milan 2008

Member of the programme committee of the conference on ``Applicable Semiparametrics", CASE, Humboldt-Universitaet zu Berlin, 2013

Member of the programme and organization committee of the conference on “Recent Advances in Econometrics” in honor of Prof. Luc Bauwens, Brussels, 2017