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.
- Bollerslev, T., Li, J., Xue, Y., 4.7.2016, "Volume, Volatility and Public News Announcements", Institut for Økonomi, Aarhus Universitet, Aarhus. Working paper
- Barletta, A., Santucci de Magistris, P., Violante, F., 4.7.2016, "Retrieving Risk-Neutral Densities Embedded in VIX Options: a Non-Structural Approach", Institut for Økonomi, Aarhus Universitet, Aarhus. Working paper
- Santucci de Magistris, P., Carlini, F., 9.6.2014, "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