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

Wed 23 May
12:05-12:50 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 115
Joint Econometrics-Finance Lunch Seminar (extended): Cavit Pakel, Bilkent University
Title: Estimation and Inference for Large Panel Copula Models
Thu 24 May
14:15-15:15 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101
Finance Seminar: Christian Wagner, Copenhagen Business School
Title: Does central bank tone move asset prices?
Fri 25 May
14:15-15:15 | Fuglesangs Allé 4, 8210 Aarhus V, building 2632, room 242
Joint Econometrics-Finance Seminar: Christian Brownlees, Pompeu Fabra University
Title: Detecting Granular Time Series in Large Panels
Wed 30 May
11:00-12:00 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101
Econometrics Seminar: Abhimanyu Gupta, University of Essex
Title: TBA
Wed 30 May
14:15-15:15 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101
Econometrics Seminar: Tatiana Komarova, London School of Economics
Title: TBA

News

2018.05.14 | CREATES

Research grant to Paolo Santucci de Magistris

Paolo Santucci De Magistris, has received a grant from the Danish Council for Independent Research, DKK 3.505.529 for his project "The erratic nature of financial risks".


Visitors


Working papers