Chair of Financial Econometrics
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Econometric Analysis of Tick Data

Lecture (Serkan Yener)

Monday 2 p.m. - 4 p.m., c.t., Richard-Wagner-Str. 10, Room 012

Lecture in English.

Target audience: master students:  economics, business administration, statistics, mathematics, computer science

Basics: basic knowledge in econometrics (econometrics I) or statistics (linear models) as well as time series analysis

Record of achievement: submission of a post-term paper on an empirical project => 3 ECTS-credits or "Schein" 

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15.04.2013

22/29.04.2013

06./13./27.05.2013

03./10.06.2013

17.06.2013

24.06./01.07./08.07.2013

15.07.2013

 

Data:

AAPL_trade

AAPL_quote

AAPL_quote_Nov2011

SP500_15sec

AAPL_15sec

AAPL2011_1sec

 

Projects:

Julien

Nicolas

Maria

Kevin

Pierre

Katharina

Monika

Isabel

Will

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