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


    Call for papers

    Symposium on Recent Developments on the Links between Financial Markets and the Real Economy
    Aarhus University
    4-5 June 2014
    Read more here

    NEWS

    2014.03.31 | CREATES

    Welcome to Bezirgen Veliyev

    Tuesday 1 April we are happy to welcome postdoc Bezirgen Veliyev at CREATES. He comes from postdoctoral positions from Heidelberg University. He holds a PhD in Mathematics from University of Vienna, Austria, July 2012. Bezirgen Velieyev's research interests lie within financial econometrics, mathematical finance, and stochastic analysis. He is…

    2014.02.28 | CREATES

    Welcome to postdoc Ulrich Hounyo

    Monday 3 March we are happy to welcome postdoc Ulrich Hounyo at CREATES. He is jointly affiliated with Oxford-Man Institute of Quantitative Finance (University of Oxford). He received his PhD from University of Montreal, in 2013.  He has been a visiting student at Toulouse School of Economics in the summer 2010 and he conducted collaborative work…

    VISITORS

    13 April-10 May
    Jeffrey Racine, McMaster University and CREATES
    Visiting Professor

    13-17 April
    Dennis Kristensen, University College London and CREATES
    Reader, PhD

    22-25 April
    Siem Jan Koopman, VU University Amsterdam, Tinbergen Institute and CREATES
    Visiting Professor

    21-25 April
    Frank Kleibergen, Brown University
    Professor

    WORKING PAPERS

    • 2014-11: Testing Constancy of the Error Covariance Matrix in Vector Models against Parametric Alternatives using a Spectral Decomposition by Yukai Yang
    • 2014-12: Forecasting with the Standardized Self-Perturbed Kalman Filter by Stefano Grassi, Nima Nonejad and Paolo Santucci de Magistris
    • 2014-13: Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification by Hossein Asgharian, Charlotte Christiansen and Ai Jun Hou
    • See all papers

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    Revised 2014.04.14

    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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