CREATES

Center for Research in Econometric Analysis of Time Series

Center for Research in Econometric Analysis of Time Series, CREATES, is a research unit at Aarhus BSS, hosted by the Department of Economics and Business Economics. The core group of members includes time series and financial econometricians from Aarhus University (Department of Economics and Business Economics) and the University of Copenhagen (Department of Mathematical Statistics).


Events

Thu 21 Feb
14:15-15:15 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101
Econometrics and Business Statistics Seminar: Lars Stentoft, University of Western Ontario and CREATES
Title: Conditional GARCH models and option pricing
Tue 26 Feb
14:15-15:15 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101
Econometrics and Business Statistics Seminar: Andrew Harvey, University of Cambridge
Title: TBA
Wed 06 Mar
14:15-15:15 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101
Econometrics and Business Statistics Seminar: Søren Johansen, University of Copenhagen and CREATES
Title: TBA
Wed 20 Mar
14:15-15:15 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101
Econometrics and Business Statistics Seminar: Dennis Kristensen, University College London and CREATES
Title: TBA
Wed 03 Apr
14:15-15:15 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101
Econometrics and Business Statistics Seminar: Koen Jochmans, University of Cambridge
Title: TBA

News

2018.12.06 | CREATES

ERC grant to Mark Podolskij

The grant is awarded by the European Research Council (ERC) to promising young research talents and research group leaders between seven and twelve years after they have obtained their PhDs. Up to EUR 2 million is awarded for ground-breaking research projects over a five-year period. Read more here

2018.12.06 | CREATES

Sapere Aude grant to Jevgenijs Ivanovs

Associate Professor Jevgenijs Ivanovs, Department of Mathematics and CREATES receives the Sapere Aude research leaders grant on reliable risk assessment. Read more here



Working papers