Institut für Risikomanagement und Versicherung
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Econometric Methods in Financial Economics

28.09.2015

Dr. Johannes Jaspersen, Lu Li

Course Overview

This course is an advanced class that combines materials from financial economics with the econometric models necessary to test them. The course will give a very brief introduction to OLS, Probit/Logit and ordinal estimation methods and will then focus on more advanced issues. Amongst others, this will cover: correct specifications using dummy variables, different forms of standard errors and panel data analysis. In the second part of the class, students will be presenting econometric papers in financial economics and discuss them.

Organizational Issues

General

  • Students of MSc BWL (PO 2008) and Master of Business Research may participate in this course without registration.
  • Students of other majors may participate after a successful registration. To register, please send your name, major and student number by email to Lu Li before Oct. 17. 2015. Please note that the number of participants in this course is limited.

Dates

  • November 4th – December 14th, Wednesdays (except on 14.12), 2 p.m. – 5 p.m., Schackstr. 4, Room 307

Scoring

  • 3 ECTS in Finance for MSc students.
  • 2 SWS within the module B/I for MBR students.

Materials