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Event
Financial Econometrics II [SS232521302]
Lecturers
Organisation
- KIT-Fakultät für Wirtschaftswissenschaften
Part of
- Brick Financial Econometrics II | Industrial Engineering and Management (M.Sc.)
- Brick Financial Econometrics II | Industrial Engineering and Management (B.Sc.)
- Brick Financial Econometrics II | Economics Engineering (M.Sc.)
- Brick Financial Econometrics II | Economics Engineering (B.Sc.)
- Brick Financial Econometrics II | Digital Economics (B.Sc.)
- Brick Financial Econometrics II | Digital Economics (M.Sc.)
- Brick Financial Econometrics II | Information Systems (M.Sc.)
- Brick Financial Econometrics II | Information Systems (B.Sc.)
- Brick Financial Econometrics II | Information Engineering and Management (B.Sc.)
- Brick Financial Econometrics II | Information Engineering and Management (M.Sc.)
- Brick Financial Econometrics II | Economathematics (M.Sc.)
Literature
Taylor, S. J. (2005): "Asset Price Dynamics, Volatility, and Prediction", Princeton University Press.
Cochrane, J. H. (2005): "Asset Pricing", revised edition, Princeton University Press.
Campbell, J. Y., A. W. Lo, and A. C. MacKinlay (1997): "The Econometrics of Financial Markets", Princeton University Press.
Hamilton, J. D. (1994): "Time Series Analysis", Princeton University Press.
Hasbrouck, J. (2007):“Empirical Market Microstructure: The Institutions, Economics and Econometrics of Securities Trading”, Oxford University Press.
Hautsch, N. (2012): ”Econometrics of Financial High-Frequency Data”, Springer.
Additional literature will be discussed in the lecture.
Appointments
- 17.04.2023 11:30 - 13:00 - Room: 11.40 Seminarraum 202
- 24.04.2023 11:30 - 13:00 - Room: 11.40 Seminarraum 202
- 08.05.2023 11:30 - 13:00 - Room: 11.40 Seminarraum 202
- 15.05.2023 11:30 - 13:00 - Room: 11.40 Seminarraum 214
- 22.05.2023 11:30 - 13:00 - Room: 11.40 Seminarraum 202
- 05.06.2023 11:30 - 13:00 - Room: 11.40 Seminarraum 202
- 12.06.2023 11:30 - 13:00 - Room: 11.40 Seminarraum 202
- 19.06.2023 11:30 - 13:00 - Room: 11.40 Seminarraum 202
- 26.06.2023 11:30 - 13:00 - Room: 11.40 Seminarraum 202
- 03.07.2023 11:30 - 13:00 - Room: 11.40 Seminarraum 202
- 10.07.2023 11:30 - 13:00 - Room: 11.40 Seminarraum 202
- 17.07.2023 11:30 - 13:00 - Room: 11.40 Seminarraum 202
- 24.07.2023 11:30 - 13:00 - Room: 11.40 Seminarraum 202