Financial Econometrics
Due to the corona pandemic, the teaching of this course for the Winter Semester 2020/21 will begin on November 2, 2020 and it will be offered exclusively in digital form, i.e. the lectures and the exercise sessions will be recorded and uploaded on ILIAS.
Registration for the lecture |
Students have to sign in for this course in HISinOne. The registration in ILIAS will be carried out automatically. |
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! |
ILIAS |
In ILIAS, the course can be accessed without a password until November 9, 2020, 08:59 am. Starting with November 9, 2020, 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 November 9, 2020 at 9:00 am. |
Instructors |
|
Language |
English |
Credits |
6 ECTS |
Requirements |
Statistics, Mathematics, Econometrics, Time Series Analysis, Principles of Finance |
Qualification Target |
This course aims at endowing students with the necessary econometric knowledge and tools for undergoing empirical research on financial data. |
Contents
|
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:
|
Main References |
|
Exam |
|
Grading |
100% final exam (90 minutes) |
Target Group |
The course can be chosen as an elective 6 ECTS course in:
|