Course: Fundamentals of Empirical Finance (5211-511)

Persons:

• Prof. Dr. Robert Jung (verantwortlich)

Type of Course:

lecture

In-Class Hours Per Week:

2

Contents:

The course demonstrates how statistical and econometric methods can be applied to analyze financial data.
Special emphasis is placed upon
the modelling and prediction of (asset) returns and their volatility. In addition, asset pricing models, the event studies method and market risk analysis are covered. All methods and models will be illustrated using real world data sets.

Literature:

Campbell, Lo and MacKinlay (1997) The Econometrics of Financial Markets. Princeton UP.
Sollis (2012) Empirical Finance for Finance and Banking. Wiley

Location:

Hohenheim

Module:

• 5211-510 Fundamentals of Empirical Finance (compulsory)

eLearning:

Course in ILIAS