Center of Excellence funded by the Danish National Research Foundation and hosted by the Department of Economics and Business.
NEWS
2012.05.14 | CREATES
Golden Pointer to Anne Floor Sørensen
PhD student, Anne Floor Sørensen, CREATES, has been awarded the 2012 "Golden Pointer" (Den Gyldne Pegepind) in recognition of excellent teaching in Mathematics-Dynamic Analysis on the second year of the BA(econ) program. The prize worth DKK 7500 is sponsored by Nordea and is awarded by the students at the School of Economics and…
2012.04.28 | CREATES
CREATES Fellows member at Federal Reserve Board
CREATES' international research fellows Peter Christoffersen (Rotman School of Management at University of Toronto) and Allan Timmermann (Rady School of Management at the University of California at San Diego) have been appointed as board members of the Model Validation Council at the Federal Reserve Board. The formation of the council is one…
VISITORS
- 14-15 May
Juan Jose Dolado Lobregad, Carlos III de Madrid
Professor - 2 May-21 June
Marcelo Cunha Medeiros, Pontifical Catholic University of Rio de Janeiro
Associate Professor - 11 April-21 May
Morten Ø. Nielsen, Queen's University and CREATES
Professor - 16 December 2011-30 June 2012
Emmanuel Senyo Fianu, Verona University
Visiting PhD student - 1 October 2011-30 November 2012
Emilio Zanetti Chini, University of Rome "Tor Vergata"
Visiting PhD student - 1 September-31 August 2012
Xiaoxiao Zhang, Beijing Institute of Technology
Visiting PhD student - See list of previous visitors
WORKING PAPERS
- RP2012-18: Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors by Eric Hillebrand and Tae-Hwy Lee
- RP2012-19: The impact of financial crises on the risk-return tradeoff and the leverage effect by Bent Jesper Christensen, Morten Ørregaard Nielsen and Jie Zhu
- RP2012-20: On tests for linearity against STAR models with deterministic trends by Hendrik Kaufmann, Robinson Kruse and Philipp Sibbertsen
- RP2012-21: On the estimation of the volatility-growth link by Andrey Launov, Olaf Posch and Klaus Wälde












