040514 VK KFK CF/FI/FM: Empirical Finance (2016W)
- Registration is open from Mo 12.09.2016 09:00 to Th 22.09.2016 14:00
- Deregistration possible until Fr 14.10.2016 14:00
Classes (iCal) - next class is marked with N
Endterm exam: Tue, 31 Jan 2017, 3pm-4.30pm, PC seminar room 5, OMP1, 1. UG
Aims, contents and method of the course
Assessment and permitted materials
- 50% of the final mark comes from a written examination at the end of the course, composed of an applied part and a theoretical part.
- 25% comes from a lab-test after the first part of the course
- 20% comes from an empirical group project (due to 31st January).
- 5% comes from active participation in lectures and labs.
Minimum requirements and assessment criteria
- Chris Brooks, (2008), Introductory Econometrics for Finance, Cambridge University Press, (chap. 1, 2, 3, 4, 5, 8, 13)
- John Y. Campbell, Andrew W. Lo, and A. Craig MacKinlay (1997), The Econometrics of Financial Markets, Princeton University Press (chap. Introduction.4, 1, 2, 3, 4, 5, (6), 7, 10)
- Lee C Adkins, R. Carter Hill (2011), Using STATA for "Principles of econometrics, 4th edition", Wiley, 2011
- Lecture notes and papers suggested during the course.