Center of Excellence funded by the Danish National Research Foundation and hosted by the Department of Economics and Business.


    NEWS

    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

    2014.10.23 | CREATES

    Research Award to Anders Rahbek and Martin Møller Andreasen

    Anders Rahbek receives DKK 500,000 as an established researcher in the financial area, and Martin Møller Andreasen receives DKK 100,000 as an emerging young researcher in the financial area.

    VISITORS

    9 October - 23 November
    Markku Lanne, University of Helsinki and CREATES
    Visiting Professor

    3-4 November
    Michel van der Wel, Erasmus University Rotterdam and CREATES
    Associate Professor

    6 November
    Siegfried Hörmann, Université libre de Bruxelles
    Chargé de cours

    WORKING PAPERS

    • 2014-35: Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading by Ulrich Hounyo
    • 2014-36: Asymptotically Honest Confidence Regions for High Dimensional by Mehmet Caner and Anders Bredahl Kock
    • 2014-37: Forecasting Medium and Large Datasets with Vector Autoregressive Moving Average (VARMA) by Gustavo Fruet Dias and George Kapetanios
    • 2014-38Times Series: Cointegration by Søren Johansen
    • 2014-39Outlier detection algorithms for least squares time series regression by Søren Johansen and Bent Nielsen
    • 2014-40Optimal hedging with the cointegrated vector autoregressive model by Søren Johansen and Lukasz Gatarek

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    Revised 2014.10.31

    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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