Center of Excellence

Funded by the Danish National Research Foundation
and hosted by the Department of Economics and Business.

    NEWS

    2014.11.03 | CREATES

    Podcast of Distinguished Speaker Lecture

    Watch the video recording of Professor Peter M. Robinson's lecture on "Stochastic and Deterministic Trends"

    2014.10.23 | CREATES

    Timo Teräsvirta receives the honor of IIF Fellow 2014

    The IIF Board of Directors honors distinguished forecasters each year at the International Symposium on Forecasting

    VISITORS

    January-August
    Nicholas M. Kiefer, Cornell University and CREATES
    Visiting Professor

    WORKING PAPERS

    • 2014-48: Roughing up Beta: Continuous vs. Discontinuous Betas, and the Cross-Section of Expected Stock Returns by Tim Bollerslev, Sophia Zhengzi Li and Viktor Todorov
    • 2014-49: Tail Risk Premia and Return Predictability by Tim Bollerslev, Viktor Todorov and Lai Xu
    • 2014-50: On non-standard limits of Brownian semi-stationary by Kerstin Gärtner and Mark Podolskij
    • 2014-51: Ambit fields: survey and new challenges by Mark Podolskij
    • 2014-52: Testing the maximal rank of the volatility process for continuous diffusions observed with noise by Tobias Fissler and Mark Podolskij
    • 2014-53: Cross listing: price discovery dynamics and exchange rate effects by Cristina M. Scherrer
    • 2014-54: On spectral distribution of high dimensional covariation matrices by Claudio Heinrich and Mark Podolskij
    • 2014-55: Forecasting Long Memory Series Subject to Structural Change: A Two-Stage Approach by Gustavo Fruet Dias and Fotis Papailias
    • 2014-56: The Risk Premia Embedded in Index Options by Torben G. Andersen, Nicola Fusari and Viktor Todorov
    • See all papers

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    Accreditations

    About the School of Business and Social Sciences?

    School of Business and Social Sciences is a broad business school and one of the four main academic areas at Aarhus University.

    With approx. 14,000 full-time students, several thousand part-time students, almost 225 PhD students and more than 500 academic staff members, School of Business and Social Sciences ranks among the largest business schools in Europe. Furthermore, it is the largest business and social sciences unit in Denmark at university level with a broad academic base.

    Here you can find School of Business and Social Sciences

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    Aarhus University
    Nordre Ringgade 1
    DK-8000 Aarhus C

    Email: au@au.dk
    Tel: +45 8715 0000
    Fax: +45 8715 0201

    CVR no: 31119103

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