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


    NEWS

    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.

    VISITORS

    2-5 September
    Toru Kitagawa, University College London
    Lecturer

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

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

    WORKING PAPERS

    • 2014-20: Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach by Martyna Marczak and Tommaso Proietti
    • 2014-21: Discretization of Lévy semistationary processes with application to estimation by Mikkel Bennedsen, Asger Lunde and Mikko S. Pakkanen
    • 2014-22: Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets by Giuseppe Cavaliere, Morten Ørregaard Nielsen and A.M. Robert Taylor
    • 2014-23: A fractionally cointegrated VAR analysis of economic voting and political support by Maggie E. C. Jones, Morten Ørregaard Nielsen and Michael Ksawery Popiel
    • 2014-24: A fractionally cointegrated VAR analysis of price discovery in commodity futures markets by Sepideh Dolatabadim, Morten Ørregaard Nielsen and Ke Xu
    • 2014-25: Bootstrapping Kernel-Based Semiparametric Estimators by Matias D. Cattaneo and Michael Jansson
    • 2014-26: Is the Quantity Theory of Money Useful in Forecasting U.S. Inflation? by Markku Lanne, Jani Luoto and Henri Nyberg
    • 2014-27: Volatility jumps and their economic determinants by Massimiliano Caporin, Eduardo Rossi and Paolo Santucci de Magistris

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    Revised 2014.09.01

    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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