Financial Econometrics
Course contents
This lecture applies modern econometric methods to current questions from the field of
finance, risk-management and commodity markets. We will both explore the theoretical
dimensions of the models used as well as apply the methods to real-life datasets.
Competences
Students learn the basic and advanced methods of financial econometrics. They apply
the methods using datasets and thereby learn both the application of econometric meth-
ods as well as the caveats associated with real-life data, data gathering and data mining.
The use of the industry specific programming language (currently Python) for economet-
ric analysis is an essential part of this course.
Course materials
Contact
Description
| Module: | Finance III |
| Course: | Financial Econometrics |
| Stage of study: | 2./3. semester |
| Lecturer: | Prof. Dr. Peter N. Posch |
| Credits: | 4 SWS / 7,5 Credits |
| Type: | Lecture and exercise |
| Language: | English |
| Type of examination: | Exam or graded presentation based on written case study’s expose. |
| When taught: | Winter semester |