2016.02.03 | CREATES

The World's Most Influential Scientific Minds 2015

Thomson Reuters’ 2015 listing of ”The World’s Most Influential Scientific Minds” includes 3 international CREATES affiliates amongst the 71 scientists listed within the field of “Economics and Business”: Professor Torben G. Andersen (Northwestern University, USA), Professor Tim Bollerslev (Duke University), and Professor Peter R. Hansen…

2015.12.22 | CREATES

Podcast of Distinguished Speaker Lecture

Watch the video recording of Professor James Hamilton's lecture on "Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information"

2015.09.28 | CREATES

Case Competition Winners

Kirstein Case Competition 2015 organised in cooperation with FinanceLab Copenhagen. The event was held at the Copenhagen Business School 23 and 24 September 2015 and is the only case competition in finance. The case is realistic and based on investors' current problems and challenges. The winning team of Kirstein Case Competition received a prize…

2015.06.17 | CREATES

Horizon 2020 Grant

CREATES members Kim Christensen, Asger Lunde, and Niels Haldrup have received an ERC Horizon 2020 grant on “BigDataFinance” within the ITN (Innovative Training Networks) programme. The grant includes a number of international academic and business partners and amounts to a total of 3.5 million euros of which 550.000 euros have been distributed to…

2015.06.14 | CREATES

Grant to Kim Christensen and Shin Kanaya

Project title: Identifying the structure of volatility in financial markets using ultra high-frequency dataGrant recipient: Kim Christensen Institution: Aarhus University Amount granted: DKK 3.6 million Project title: A New Inference Method for Nonparametric Econometric ModelsGrant recipient: Shin Kanaya Institution: Aarhus University Amount…

2015.04.13 | CREATES

Welcome to Juan Carlos Parra Alvarez and Wei Ruen Leong

As of 1 April, we welcome two new fellows at CREATES, namely Juan Carlos Parra Alvarez and Wei Ruen Leong. Juan Carlos is a familiar face at CREATES since he has been enrolled as PhD candidate and has now handed in his thesis. Juan Carlos continue to work with Associate Professor Martin Møller Andreasen on the project "Explaining the…

2015.03.25 | CREATES

Grant to visiting professor Siem Jan Koopman

Siem Jan Koopman is one of three top professors who have been awarded the VILLUM Visiting Professor Programme grant from the Velux Foundation. They now become formally affiliated with the School of Business and Social Sciences as visiting scholars

2015.03.23 | CREATES

Best Paper Prize to Johannes Tang Kristensen

The Society for Nonlinear Dynamics and Econometrics has just introduced a “best paper”prize for the journal Studies in Nonlinear Dynamics and Econometrics. Johannes Tang Kristensen published his paper “Factor-based forecasting in the presence of outliers: Are factors better selected and estimated by the median than by the mean?” in the…

2015.03.16 | CREATES

Welcome to new PhD fellow Douglas Eduardo Turatti

Douglas Eduardo Turatti was enrolled as a PhD student at the Department of Economics and Business and CREATES in 2015. He holds a BSc in Economics from Federal University of Santa Catarina (Brazil) and an MSc in Economics from Federal University of Santa Catarina (Brazil). His main research interests include time series econometrics, particle…

2015.02.20 | CREATES

SoFiE Annual Conference Registration

The 8th Annual SoFiE Conference will be held at Aarhus University 24-26 June 2015. A pre-conference for junior researchers will be arranged 23 June 2015

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