314207 Finanzmarktökonometrie (V+Ü) (WiSe 2004/2005)
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Contents, comment
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Finanzmärkte sind quantitativer und stochastischer Natur. Die wissenschaftliche Disziplin Ökonometrie bietet geeignete Methode zur Finanzmarktforschung. Inhaltlich geht es um die Charakterisierung der Finanzmarktdaten, das Entdecken der Gesetzmäßigkeit in den Finanzmarktdaten, Teste von theoretische Hypothesen der Finanzmärkte, und die Bewertung von Finanzprodukten. Neben dem methodischen Schwerpunkt wird die Theorie der Finanzmärkte auch besprochen.
Bibliography
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J.Y.Campbell, A. W. Lo und A. C.MacKinlay: The Econometrics of Financial Markets, Princiton University Press, 1997
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Teaching staff
Dates ( Calendar view )
| Frequency | Weekday | Time | Format / Place | Period | |
|---|---|---|---|---|---|
| weekly | Mi | 9-12 | V8-119 | 11.10.2004-04.02.2005 |
Examinations
| Date | Time | Format / Room | Comment about examination |
|---|---|---|---|
| Tuesday, March 1, 2005 | 8-21 | - Hausarbeit - Die angegebenen Prüfungstermine, Räume und Uhrzeiten sind unverbindlich. Die verbindlichen Prüfungstermine entnehmen sie bitte den Aushängen an den jeweiligen Lehrstühlen. | |
| Sunday, May 15, 2005 | 8-21 | - Hausarbeit - Die angegebenen Prüfungstermine, Räume und Uhrzeiten sind unverbindlich. Die verbindlichen Prüfungstermine entnehmen sie bitte den Aushängen an den jeweiligen Lehrstühlen. |
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Subject assignments
| Degree programme/academic programme | Validity | Variant | Subdivision | Status | Semester | LP | |
|---|---|---|---|---|---|---|---|
| Betriebswirtschaftslehre / Diplom | (Enrollment until SoSe 2005) | B5; WP05; WP12 | Wahl | HS | |||
| Frauenstudien | (Enrollment until SoSe 2015) | ||||||
| Frauenstudien | (Enrollment until SoSe 2015) | ||||||
| Volkswirtschaftslehre / Diplom | (Enrollment until SoSe 2005) | V4; V5; WP05; WP12 | Wahl | HS |
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- Registered number: 10
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- Last update basic details/teaching staff:
- Friday, December 11, 2015
- Last update times:
- Wednesday, July 28, 2004
- Last update rooms:
- Wednesday, July 28, 2004
- Type(s) / SWS (hours per week per semester)
- lecture (V) + exercise (Ü) / 2+1
- Department
- Faculty of Business Administration and Economics
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- ECTS points
- 5
- (Also refer to the credit information in connection with the subject assignments)
- ID
- 1106761
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