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 22 Sep
12:05-12:35 | Online
Joint Econometrics-Finance Lunch Seminar: Benjamin Liengaard, AU
Title: Measurement Invariance Testing with Latent Variable Scores Using Partial Least Squares Path Modeling
Tue 29 Sep
12:05-12:35 | Online
Joint Econometrics-Finance Lunch Seminar: Ole Linnemann Nielsen, AU
Title: Hedge Fund Selection: Best Athletes or Portfolio Gains?
Wed 30 Sep
14:15-15:15 | Online
Econometrics and Business Statistics Seminar: Massimiliano Caporin, University of Padova
Title: Do jumps matter in Realized Volatility modeling and forecasting? Empirical evidence and a new model
Tue 06 Oct
12:05-12:35 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 115
Joint Econometrics-Finance Lunch Seminar: Anders Merrild Posselt, AU
Title: TBA

News

2019.10.08 | CREATES

Søren Johansen and Katarina Juselius elected as Citation Laureates by Web of Science

The Institute for Scientific Information, part of the Web of Science Group, has elected Søren Johansen and Katarina Juselius as Citation Laureates – researchers whose work is deemed to be of Nobel stature as measured by bibliometric impact. The distinction is awarded in recognition of developing the cointegrated vector autoregressive (CVAR)…



Working papers