Center of Excellence
Funded by the Danish National Research Foundation
and hosted by the Department of Economics and Business Economics.
2016.07.15 | CREATES
David Preinerstorfer joins CREATES as a postdoctoral researcher 1 August. He holds a PhD in Statistics and Operations Research from University of Vienna. David’s fields of research are Econometrics and Statistics. More specifically, he is interested in obtaining results which provide a good description of what happens in finite samples, either…
2016.06.24 | CREATES
Paolo Santucci de Magistris has received an AUFF starting grant of DKK 1.530.000 to establish a research group in the field of Financial Modeling under Non-Gaussian Distributions.
- Ergemen, Y. E., Rodríguez-Caballero, C. V., 15.8.2016, "A Dynamic Multi-Level Factor Model with Long-Range Dependence", Institut for Økonomi, Aarhus Universitet, Aarhus. Working paper
- Johansen, S., Nielsen, M. Ø., 9.8.2016, "The cointegrated vector autoregressive model with general deterministic terms", Institut for Økonomi, Aarhus Universitet, Aarhus. Working paper
- Bennedsen, M., 9.8.2016, "Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data", Institut for Økonomi, Århus Universitet, Aarhus. Working paper
- Bollerslev, T., Li, J., Xue, Y., 4.7.2016, "Volume, Volatility and Public News Announcements", Institut for Økonomi, Aarhus Universitet, Aarhus. Working paper