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 25 Sep
12:05-12:35 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 115
Joint Econometrics-Finance Lunch Seminar: Anil Kumar, Aarhus University
Title: Stock Comovement and Financial Flexibility
Wed 26 Sep
14:15-15:15 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101
Econometrics and Business Statistics Seminar: Bas J.M. Werker, Tilburg University
Title: Semiparametric optimal testing with highly persistent predictors
Tue 02 Oct
12:05-12:35 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 115
Joint Econometrics-Finance Lunch Seminar: Martin Thyrsgaard, Aarhus University and CREATES
Title: Cross-market trading activity
Wed 03 Oct
14:15-15:15 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101
Econometrics and Business Statistics Seminar: Alessandra Luati, University of Bologna 
Title: TBA
Tue 09 Oct
12:05-12:35 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 115
Joint Econometrics-Finance Lunch Seminar: Simon Bodilsen, Aarhus University and CREATES
Title: TBA

News

2018.09.04 | Awards, CREATES

Tim Bollerslev awarded the Carlsberg Foundation Research Prize 2018

Tim Bollerslev, Duke University, receives the Carlsberg Foundation Research Prize 2018 for his ground-breaking contributions within financial econometrics and empirical finance. His methods for measuring and predicting volatility in the financial markets are widely used by economists and other actors in the financial markets all over the…


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Working papers