News Archive 2009

  • Assistant Professor, Kim Christensen, CREATES, has received DKK 1.860.000 from FSE (The Danish Council for Independent Research, Social Sciences) to the project "Estimating multivariate financial volatility".
  • Professor Carsten Tanggaard, CREATES, has been appointed chairman of "Penge- og pensionspanelet" by the Ministry of Economic and Business Affairs.
  • Christian M. Dahl, CREATES, has been appointed full professor at University of Southern Denmark starting 1 January 2010.
  • Post doc Almut Veraart has been granted 57.600 DKK from the FSE as a subsidy to finance the exploratory workshop "Ambit processes, non-semimartingales and applications" to be held in January 2010. FSE also supports the 2009 (EC)2 conference hosted by CREATES via a 122.400 DKK grant. Professor Niels Haldrup is the grant-holder. The European Central Bank also supports the (EC)2 conference via a 5000 Euros grant.
  • CREATES welcomes Søren Bundgaard Brøgger, Aðalheiður Ósk Guðlaugsdóttir (Heidi), Kasper Vinther Olesen and Rasmus Tangsgaard Varneskov as new Students in the International Master of Science in Quantitative Economics programme in August 2009.
  • CREATES welcomes Andreas Schrimpf as new Postdoc at CREATES, School of Economics and Management, Aarhus University, since 1 October 2009.
  • Professor Neil Shephard, University of Oxford and Oxford-Man, who is member of CREATES' advisory board has become Honorary Doctor (Honoris Causa) at Aarhus University following the anniversary celebration on 11 September 2009. See photo.
  • CREATES welcomes Laurent Abdelkader Francois Callot and Niels Husted Dall-Hansen as new PhD Students. Laurent and Niels is PhD Students at CREATES, School of Economics and Management, Aarhus University, since 1 September 2009.
  • By 1 July 2009 Michael Jansson, UC Berkeley and CREATES, has become an associate editor of Econometrica.
  • CREATES is becoming an institutional member of SoFiE, The Society for Financial Econometrics.
  • PhD Student Thomas Quistgaard Pedersen has been awarded "Tuborgfondets Erhvervsøkonomiske Pris 2009" worth DKK 150.000. The award will be used to finance a stay at Rady School of Management, University of California San Diego in the fall of 2009.
  • Rune Mølgaard, CREATES, has acquired his PhD degree in economics with the thesis "Essays on Dynamic Asset Allocation and Electricity Derivatives"
  • Postdoc Almut Veraart has received a 1-year fellowship from FSE (Social Sciences Research Council) worth 723.600 DKK to continue her post doctoral studies. Postdoc Robinson Kruse has received a 2-year fellowship from FSE (Social Sciences Research Council) worth 1.445.520 DKK to continue his post doctoral studies at CREATES.
  • Asger Lunde starts in a position as full professor at the School of Economics and Management and CREATES starting 1 August 2009. Christian M. Dahl has been promoted to Professor (MSO). Congratulations to both Asger and Christian.
  • Welcome to Kim Christensen who returns to CREATES as an assistant professor starting 1 June 2009
  • Valeri Voev, CREATES, has been awarded this year's EADS research prize "Claude Dornier" by the University of Konstanz and EADS. The award is given for his PhD dissertation with the title: "Three Essays on Estimation and Dynamic Modelling of Multivariate Market Risks using High Frequency Financial Data". The award of 6000 Euro will be shared with the second prize winner Christina Niethammer.
  • CREATES welcomes Kenneth Dencker Petersen as new PhD Student. Kenneth is a PhD Student at CREATES, School of Economics and Management, Aarhus University, since 1 May 2009.
  • CREATES welcomes Jacob Lundbeck Serup as new PhD Student. Jacob is a PhD Student at Department of Economics, University of Copenhagen, since 1 January 2009.
  • Frank Steen Nielsen, CREATES, has acquired his PhD degree in economics with the thesis "On the estimation of fractionally integrated processes".
  • Christian M. Dahl, CREATES, has been awarded "The Golden Pointer 2009" (Den gyldne Pegepind) by the Students of The School of Economics and Management.
    See nomination (in Danish)
  • In the January 2009 RePEc ranking CREATES has been listed as number 8 (out of 1089 institutions) within the field of "Econometrics"; and as number 3 (out of 851 Institutions) within the field of "Time Series Econometrics". See more.
  • Martin Møller Andreasen, CREATES, has acquired his PhD degree in economics with the thesis "DSGE Models and Term Structure Models with Macroeconomic Variables".
  • PhD Student Christian Bach Kristensen has received a travelling grant worth 150.000 DKK from "Købmand Ferdinand Sallings Mindefond.
  • Stig Vinther Møller, CREATES, acquired his PhD degree with the thesis "Habit persistence, consumption based asset pricing, and time-varying expected returns".
  • CREATES welcomes Gilles Teyssiere, University of Paris, as a visiting professor for the period 6 Jan - 31 Dec 2009.
  • CREATES welcomes Yukai Yang as new PhD Student.