LFU:online

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