Financial Econometrics
Update 21.03.2022:
- The review of the exam will take place on Monday 25.04.2022, 12 - 14 pm. Prior registration on ILIAS is necessary. For further questions you may contact christian.muecher@vwl.uni-freiburg.de.
Due to the corona pandemic, the teaching of this course for the Winter Semester 2021/22 will be offered exclusively in digital form, i.e. the lectures and the exercise sessions will be recorded and uploaded on ILIAS. All information about the online teaching, videos and materials for this class will be available on ILIAS exclusively.
Registration for the Lecture |
Students have to sign in for this course in HISinOne. The registration in ILIAS will be carried out automatically. |
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Registration for the Exam |
Please note that the registration for the lecture does not automatically mean that you are registered for the exam! A separate registration for the exam is mandatory! |
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ILIAS |
In ILIAS, the course can be accessed without a password until October 25, 2021, 08:59 am. Starting with October 25, 2021, 9:00 am, a password will be required in order to access the course material, the recorded videos of lectures and exercises sessions as well as the updates and relevant information in ILIAS. The password will be sent to all registered students via ILIAS on October 25, 2020 at 9:00 am. |
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Instructors |
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Exercise Sessions |
The exercise sessions consist of theoretical and computer sessions. |
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Language |
English |
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Live Online Q&A Sessions |
Throughout the semester, we will offer Live Online Q&A Sessions on the dates stated below. You can freely enter and ask questions about the material covered in the lectures/exercise sessions. The Q&A Live Sessions take place in BigBlueButton (BBB). The link and the password to the BBB platform will be announced on Ilias.
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Credits |
6 ECTS |
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Requirements |
Statistics, Mathematics, Econometrics, Time Series Analysis, Principles of Finance |
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Qualification Target |
This course aims at endowing students with the necessary econometric knowledge and tools for undergoing empirical research on financial data. |
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Contents
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The course covers the fundamentals of financial econometrics and empirical finance with emphasis on both theoretical foundations and empirical applications. The course aims at sharpening students’ view on the limitations of the theoretical models and their empirical applications as well as at equipping students with a profound knowledge of financial data handling and programming skills in Python. The main topics covered are:
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Main References |
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Exam |
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Retake Exam |
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Grading |
100% final exam |
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Target Group |
The course can be chosen as an elective 6 ECTS course in:
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