434608 UE/1 UE Methods of empirical finance

winter semester 2019/2020 | Last update: 31.10.2019 Place course on memo list
434608
UE Methods of empirical finance
UE 1
2
Block
annually
English

In a hands-on approach all methodological and theoretical concepts discussed in the lecture are applied to answer relevant research questions from the field of empirical finance using appropriate statistical software packages. This will provide students with the essential knowledge to conduct empirical research on their own.

 The seminar deepens the understanding of basic concepts presented in the lecture by studying and discussing case studies, current research papers and/or exercises.

Lecture, discussion, exercises

Case studies, seminar paper, presentation

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
Tue 2019-11-19
10.00 - 12.45 ZID Sowi AR 4 ZID Sowi AR 4
Tue 2019-11-26
10.00 - 12.45 ZID Sowi AR 4 ZID Sowi AR 4
Tue 2019-12-03
10.00 - 12.45 ZID Sowi AR 4 ZID Sowi AR 4
Tue 2019-12-10
10.00 - 11.45 ZID Sowi AR 4 ZID Sowi AR 4
Tue 2020-01-07
10.00 - 11.45 ZID Sowi AR 4 ZID Sowi AR 4