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"
Downloads
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