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 23 Apr
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: Does Derivatives-Safe Harbor in Bankruptcy Lead to Runs?
Thu 25 Apr
13:15-16:00 | Aarhus BSS, Aarhus University, Fuglesangs Allé 4, 8210 Aarhus V, auditorium 2626-G (Harvard)
PhD defence: Ye Zeng
Topic: Data-driven sample split and out-of-sample tests
Fri 26 Apr
09:30-10:45 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101
Economics Seminar: Giacomo Morelli, LUISS Guido Carli
Title: Liquidity at Risk
Tue 30 Apr
12:05-12:35 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 115
Joint Econometrics-Finance Lunch Seminar: Erik Christian Montes Schütte, Aarhus University and CREATES
Title: Forecasting real estate prices using online search activity
Wed 01 May
14:15-15:15 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101
Econometrics and Business Statistics Seminar: Toru Kitagawa, University College London
Title: TBA

News

2019.04.08 | CREATES

Tim Bollerslev elected as member of the Royal Danish Academy of Sciences and Letters

The Royal Danish Academy of Sciences and Letters has elected Professor Tim Bollerslev as foreign member of the Humanities and Social Sciences Class in recognition of his academic excellence. Please visit the website www.royalacademy.dk for more information about the Academy.

2019.03.11 | CREATES

PhD student Martin Thyrsgaard receives international postdoc grant

PhD student Martin Thyrsgaard has received an international postdoc grant of DKK 1,306,500 from the Independent Research Fund Denmark. The two-year long postdoc will be spent at Northwestern University, where he will be continuing his research on the relationship between market structure and outcomes of the trading process in…


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Working papers