434607 VO Methods of empirical Finance

winter semester 2019/2020 | Last update: 16.01.2020 Place course on memo list
VO Methods of empirical Finance
VO 1

Students learn about the basic methodological concepts as well as the most important methods and models in finance and how to choose, apply, and interpret them with respect to the research question of interest. First and foremost, students learn about strengths and weaknesses of the concepts discussed as well as their field of application. In a hands-on approach all discussed methods are applied in the computer lab.

Hypothesis Testing, Parametric and Nonparametric Statistical Tests, Time Series Analysis, Panel Data Models, Event Studies

Lecture, discussion, case studies

written exam

The contents of the course are covered – inter alia – in the following text books:

  • Greene, W. H. (2011): “Econometric Analysis”, Prentice Hall, 7th edition.
  • Sheskin, D. J. (2000): “Handbook of Parametric and Nonparametric Statistical Procedures”, Chapman & Hall, 2nd edition.
  • Campbell, J. Y. / Lo, A. W. / MacKinlay, A. C. (1996): “The Econometrics of Financial Markets”, Princeton University Press.
  • Alexander, C. (2001): “Market Models – A Guide to Financial Data Analysis”, Wiley.

Papers and additional reading material will be provided via OLAT.

Positive grades of the modules according to § 7 Abs. 1 Z 2 to 5.

not applicable
see dates
Group 0
Date Time Location
Wed 2019-11-13
14.00 - 17.45 SR 3 (Sowi) SR 3 (Sowi) Barrier-free
Wed 2019-11-27
14.00 - 17.45 SR 3 (Sowi) SR 3 (Sowi) Barrier-free
Wed 2019-12-11
14.00 - 17.45 SR 3 (Sowi) SR 3 (Sowi) Barrier-free
Fri 2020-01-10
15.00 - 16.45 HS 3 (Sowi) HS 3 (Sowi) Barrier-free Klausur
Mon 2020-03-09
08.00 - 09.45 SR 19 (Sowi) SR 19 (Sowi) Barrier-free Klausur - 2. Termin