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


    2014.08.21 | CREATES

    CREATES Professors listed on the 2014 Shanghai List of Highly Cited Researchers

    CREATES has 4 research fellows on the 2014 Shanghai List of Highly Cited Researchers. In addition to Professor Asger Lunde who is based in Aarhus, the list also includes CREATES' international research fellows: Professor Torben G. Andersen, Northwestern University, Professor Tim Bollerslev, Duke University, and Professor Peter Reinhard Hansen,…

    2014.08.07 | CREATES

    Asger Lunde in list of world’s most influential scientists

    Professor Asger Lunde, CREATES, is the only person from a Danish university to be included in the Economics and Business list of the World’s Most Influential Scientific Minds in 2014.


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

    16-20 September
    Peter Robinson, London School of Economics

    18-20 September
    Torben G. Andersen, Kellogg School of Management, Northwestern University and CREATES

    21 September-5 October
    Tommaso Proietti, Università di Roma “Tor Vergata” and CREATES
    Visiting Professor


    • 2014-28: Fama on bubbles by Tom Engsted
    • 2014-29: Chasing volatility - A persistent multiplicative error model with jumps by Massimiliano Caporin, Eduardo Rossi and Paolo Santucci de Magistris
    • 2014-30: ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models by Michael Creel and Dennis Kristensen
    • 2014-31Factor Structure in Commodity Futures Return and Volatility by Peter Christoffersen, Asger Lunde and Kasper V. Olesen

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    Revised 2014.09.19

    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

    Tel: +45 8715 0000
    Fax: +45 8715 0201

    CVR no: 31119103

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