Sie sind hier: Startseite Lehre Wintersemester 2022/2023 Seminar: Advances in Empirical …

Seminar: Advances in Empirical Finance



Prof. Dr. Roxana Halbleib





Application Requirements & Rules for Registration and Withdrawal from
the Seminar

  • The maximum number of participants is limited to ten.
  • A preliminary registration at the Chair of Statistics and Econometrics is required!
  • For the preliminary registration, please fill in the formulary and send it together with your transcript of records to Conny Hupfer until 29 September 2022 at the latest.
  • On 4 October 2022 we will inform by email the students who can take part in the seminar.
  • The first meeting will take place on 17 October 2022 at 2 p.m. in room 01012, Rempartstr. 16, 1st floor. In this meeting, we will present you the exact topics you can choose from for the seminar.
  • Students will have time until 24 October 2022 to find a partner and choose a topic or to withdraw from the seminar. If you withdraw from the seminar after this deadline you will receive the grade 5.0.


First meeting:

  • Monday, 17 October 2022, 2 p.m., room 01012, Rempartstr. 16, 1st floor


Presentation meetings:

  • 28 to 29 March 2023, room 01012, Rempartstr. 16, 1st floor

Qualification Target

The goal of this seminar is to acquaint master students with advanced and modern econometric methods and their applications to research questions related to financial econometrics, quantitative risk management, high-dimensional and high-frequency finance as well as machine learning in empirical finance.


The seminar addresses advanced topics in applied financial econometrics. The topics vary each year. 

On each topic, students (single or in a group of two) have to write a term paper, in which they apply a novel and/or advanced econometric method to solve real economic problems by undergoing a complex empirical analysis on real (usually big) financial data and by self-programming the codes for the empirical study.

The topics can be individually adapted to allow for being pursued further in a subsequent master thesis.

Basic Requirements

Recommended Requirements

  • Parallel enrolment in Financial Econometrics is highly recommended.
  • It is highly recommended and desired that two students work on a topic jointly.


The list of literature is provided for each topic during the first meeting.

Examination Type

  • Term paper (to be submitted one week before the presentation sessions)
  • Presentation of the term paper
  • Discussion of one paper of the seminar
Target Group

The course can be chosen as an elective 6 ECTS course in:

  • M.Sc. BWL (Volkswirtschaftslehre/Quantitative Methoden/Wirtschaftsinformatik)
  • M.Sc. VWL (Accounting, Finance and Taxation/Business Analytics/Constitutional Economics and Competition Policy/Empirical Economics/Network Economics and IT Risk Management)
  • M.Sc. in Economics (Finance/Information Systems and Network Economics)

Further Information Further information about the seminar can be found here.