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


    NEWS

    2014.10.03 | CREATES

    Grant to Niels Strange Hansen

    Project title: Forecasting Mutual Fund Performance: Time-Varying Skills and Market ConditionsGrant recipient: Niels Strange Hansen Institution: Aarhus University Amount granted: DKK 1.65 million Project description: Mutual funds play a key role in the world’s financial markets, and they are very important for both private and professional…

    2014.09.22 | CREATES

    Charlotte Christiansen on Register-based research

    Researchers use registers to understand the citizens’ behaviour on the stock markets

    VISITORS

    18 August-31 October
    Siem Jan Koopman, VU University Amsterdam, Tinbergen Institute and CREATES
    Visiting Professor

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

    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

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    Revised 2014.10.22

    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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