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

Tue 20 Feb
12:05-13:05 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 115
Joint Econometrics-Finance Lunch Seminar: Jevgenijs Ivanovs, Aarhus University and CREATES
Title: Robust bounds in multivariate extremes
Tue 27 Feb
12:05-12:35 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 115
Joint Econometrics-Finance Lunch Seminar: Claus Holm, Aarhus University
Title: TBA
Thu 01 Mar
14:15-15:15 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101
Econometrics Seminar: Lorenzo Trapani, University of Nottingham
Title: TBA
Thu 08 Mar
14:15-15:15 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101
Econometrics Seminar: J.H. (Jaap) Abbring, Tilburg University
Title: TBA
Thu 22 Mar
14:15-15:15 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101
Joint Econometrics-Finance Seminar: Dacheng Xiu, The University of Chicago Booth School of Business
Title: When Moving-Average Models Meet High-Frequency Data: Uniform Inference on Volatility
Tue 27 Mar
12:05-12:35 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 115
Joint Econometrics-Finance Lunch Seminar: Yunus Emre Ergemen, Aarhus University and CREATES
Title: TBA
Tue 03 Apr
12:05-12:35 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 115
Joint Econometrics-Finance Lunch Seminar: Ole Linnemann Nielsen, Aarhus University and CREATES
Title: TBA

News

2018.01.25 | Awards, CREATES

Denis Sargan Econometrics Prize to Bezirgen Veliyev and Ulrich Hounyo

Bezirgen Veliyev (AU and CREATES) and K. Ulrich Hounyo (SUNY Albany) have been awarded the Denis Sargan Econometrics Prize for their article entitled "Validity of Edgeworth expansions for realized volatility estimators”, which was brought in the February 2016 issue of The Econometrics Journal. The article contributes to the literature on…


Vacancies

CREATES invites applications for a fixed term Assistant Professor position in the area of climate econometrics. See the job advertisement.



Visitors


Working papers