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).


Tue 18 Dec
12:05-12:35 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 115
Joint Econometrics-Finance Lunch Seminar: Niels Strange Grønborg, Aarhus University and CREATES
Title: Standing at attention: The impact of FOMC press conferences on asset prices
Thu 10 Jan
13:00-16:00 | Aarhus BSS, Aarhus University, Fuglesangs Allé 4, 8210 Aarhus V, building 2624, auditorium E2
PhD defence: Wei Ruen Leong
Topic: GARCH at Small Sample Sizes: Remedies and Applications


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