Center of Excellence
Funded by the Danish National Research Foundation
and hosted by the Department of Economics and Business Economics.
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.
2016.06.02 | CREATES
Carlos Vladimir Rodríguez-Caballero has received a research prize for young researchers by ACRI, the Association of Foundations of Banking Origin, within the Young Investigator Training Program. The prize is awarded to eligible participants to the Third Conference of the International Association for Applied Econometrics (IAAE 2016). The prize…
- Carlini, F., Santucci de Magistris, P., 9.6.2016, "On the identification of fractionally cointegrated VAR models with the F(d) condition", Institut for Økonomi, Aarhus Universitet, Aarhus. Working paper
- Johansen, S., Nielsen, B., 30.5.2016, "Tightness of M-estimators for multiple linear regression in time series", Institut for Økonomi, Aarhus Universitet, Aarhus. Working paper
- Kruse, R., Leschinski, C., Will, M., 23.5.2016, "Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting", Institut for Økonomi, Aarhus Universitet, Aarhus. Working paper
- Andreasen, M. M., Jørgensen, K., 10.5.2016, "Explaining Asset Prices with Low Risk Aversion and Low Intertemporal Substitution", Institut for Økonomi, Aarhus Universitet, Aarhus. Working paper