Chair of Financial Econometrics
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Econometric Analysis of Tick Data

Lecture (Serkan Yener)

starting 10.04. 2014, Thursday 6 p.m. - 8 p.m., c.t., Amalienstr. 73 (A), Room A 020,

Tutorial (Malte Kurz)

starting 15.04.2014, Tuesday, 8 a.m. -10 a.m., CIP Pool Ludwigstr. 33, EG, Room 042

Lecture  and Tutorial in English.

 

Syllabus

Slides 04/10/2014

For updates and intructional material, check out: Moodle class-Econometric Analysis of Tick Data

Please find the access to the moodle class on the German Homepage. The password will be announced during the first lecture/tutorial.


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

Credits: 6 ECTS

 

Resources:

Matthias

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