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.
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