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

Fri 23 Nov
14:15-17:00 | Aarhus BSS, Aarhus University, Fuglesangs Allé 4, 8210 Aarhus V, building 2624, auditorium E1
PhD defence: Giorgio Mirone
Topic: Estimation of integrated variance from futures and their underlying
Mon 26 Nov
14:15-17:00 | Aarhus BSS, Aarhus University, Fuglesangs Allé 4, 8210 Aarhus V, building 2628, room M104
PhD defence: Erik Christian Montes Schütte
Topic: Asset Mispricing and Forecasting
Tue 27 Nov
12:05-12:35 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 115
Joint Econometrics-Finance Lunch Seminar: Daniel Borup, Aarhus University and CREATES
Title: Revised Asset Pricing
Tue 04 Dec
12:05-12:35 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 115
Joint Econometrics-Finance Lunch Seminar: Luke Nicholas Taylor, Aarhus University and CREATES
Title: Identification and inference of type I and II error probabilities: Judging the justice system
Tue 11 Dec
14:15-15:15 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101
Econometrics and Business Statistics Seminar: Tetsuya Kaji, University of Chicago Booth School of Business
Title: Theory of Weak Identification in Semiparametric Models

News

2018.10.01 | CREATES

Welcome to new PhD students

We are happy to present our new members of CREATES, namely the new cohort of PhD students. They are divided between two sections at the Department of Economics and Business Economics, following their supervisors. In Econometrics Francesco BenvenutiSebastian Mathias JensenLuca NeriMads Markvart KjærMathias Voldum…


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Working papers