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 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: Consistent specification testing under network dependence
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
Thu 31 May
14:15-15:15 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101
Joint Econometrics-Finance Seminar: Damir Filipovic, EPFL and Swiss Finance Institute
Title: On the Relation between Linearity-Generating Processes and Linear-Rational Models
Fri 01 Jun
09:15-12:00 | Aarhus BSS, Aarhus University, Fuglesangs Allé 4, 8210 Aarhus V, building 2624, auditorium E2
PhD defence: Douglas Eduardo Turatti
Topic: Time-Varying Parameter Models with Stochastic Volatility
Mon 11 Jun
10:00-15:00 | Fuglesangs Allé 4, 8210 Aarhus V, bldg. 2624, E2
DGPE course Nonstandard Asymptotics for Two-Step Semiparametric Estimators
11-13 June 2018

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