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040977 SE Seminar in Empirical Finance and Financial Econometrics (2020S)
Continuous assessment of course work
Labels
Achtung: wird anerkannt für Seminar aus Statistik im Magisterstudium für Studierende der Statistik
Seminar: siehe Homepage
Seminar: siehe Homepage
Registration/Deregistration
Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).
- Registration is open from Mo 10.02.2020 09:00 to We 19.02.2020 12:00
- Deregistration possible until Th 30.04.2020 23:59
Details
max. 24 participants
Language: English
Lecturers
Classes (iCal) - next class is marked with N
- Tuesday 03.03. 16:45 - 18:15 Seminarraum 6 Oskar-Morgenstern-Platz 1 1.Stock
- Tuesday 17.03. 16:45 - 18:15 Seminarraum 6 Oskar-Morgenstern-Platz 1 1.Stock
- Tuesday 24.03. 16:45 - 18:15 Seminarraum 6 Oskar-Morgenstern-Platz 1 1.Stock
- Tuesday 31.03. 16:45 - 18:15 Seminarraum 6 Oskar-Morgenstern-Platz 1 1.Stock
- Tuesday 21.04. 16:45 - 18:15 Seminarraum 6 Oskar-Morgenstern-Platz 1 1.Stock
- Tuesday 28.04. 16:45 - 18:15 Seminarraum 6 Oskar-Morgenstern-Platz 1 1.Stock
- Tuesday 05.05. 16:45 - 18:15 Seminarraum 6 Oskar-Morgenstern-Platz 1 1.Stock
- Tuesday 12.05. 16:45 - 18:15 Seminarraum 6 Oskar-Morgenstern-Platz 1 1.Stock
- Tuesday 19.05. 16:45 - 18:15 Seminarraum 6 Oskar-Morgenstern-Platz 1 1.Stock
- Tuesday 26.05. 16:45 - 18:15 Seminarraum 6 Oskar-Morgenstern-Platz 1 1.Stock
- Tuesday 09.06. 16:45 - 18:15 Seminarraum 6 Oskar-Morgenstern-Platz 1 1.Stock
- Tuesday 16.06. 16:45 - 18:15 Seminarraum 6 Oskar-Morgenstern-Platz 1 1.Stock
- Tuesday 23.06. 16:45 - 18:15 Seminarraum 6 Oskar-Morgenstern-Platz 1 1.Stock
- Tuesday 30.06. 16:45 - 18:15 Seminarraum 6 Oskar-Morgenstern-Platz 1 1.Stock
Information
Aims, contents and method of the course
Assessment and permitted materials
Assessment is based on a term project (possibly, performed in groups) and seminar participation (that might include several different activities).
A project consists of a paper and a presentation of results during the seminar. The research question for a project is supposed to be selected from several suggested topics.
Seminar participation includes several additional activities (referee reports, discussions in class, presentation of selected papers, etc.)
A project consists of a paper and a presentation of results during the seminar. The research question for a project is supposed to be selected from several suggested topics.
Seminar participation includes several additional activities (referee reports, discussions in class, presentation of selected papers, etc.)
Minimum requirements and assessment criteria
The final grade is compiled as follows:
1) Project - 60%
2) Seminar participation - 40%
1) Project - 60%
2) Seminar participation - 40%
Examination topics
Reading list
There will be no unique course textbook. Instead, research papers are recommended as a source of relevant material for the projects.Some useful textbooks are:Tsay, RS (2010): Analysis of Financial Time Series: Financial Econometrics, Wiley, 3rd edition.Hautsch, N. (2012): Econometrics of Financial High-Frequency Data, Springer.Taylor, SJ (2005): Asset Price Dynamics, Volatility, and Prediction, Princeton University Press.
Association in the course directory
Last modified: Mo 07.09.2020 15:20
The seminar also aims to provide a ground for students to practice presentation skills and a critical assessment of research papers.