311098 Finanzmarktökonometrie (V) (WiSe 2001/2002)

1. Predictabitlity of Asset Returns
Efficient Markets Hypothesis, Random Walk Hypothesis, Distribution of Returns

2. Market Microstructure
Nonsychronous Trading, The Bid-Ask Spread, Modeling Transactions Data

3. Events-Study Analysis
Anormalis, Diverse Effects

4. Deternimants of Assets Pricing
CAMP, Arbitrage Pricing Theory, Econometric Models

5. Derivative pricing Models

6. Nonlinearities in Financial Data
ARCH/GARCH, Neuroal Network

Campbell, Lo and MacKinlay: The Econopmetrics of Financial Markets

Keith Cuthberston: Quntitative Financial Economics

Frequency	Weekday	Time	Format / Place	Period
weekly	Mo	16-19	C01-142

Degree programme/academic programme	Validity	Variant	Subdivision	Status	Semester	LP
Betriebswirtschaftslehre / Diplom	(Enrollment until SoSe 2005)		WP05; WP10	Wahl			HS
Volkswirtschaftslehre / Diplom	(Enrollment until SoSe 2005)		WP05; WP10	Wahl			HS

No more requirements

No eLearning offering available

Registered number: 0: This is the number of students having stored the course in their timetable. In brackets, you see the number of users registered via guest accounts.

Address:: WS2001_311098@ekvv.uni-bielefeld.de; This address can be used by teaching staff, their secretary's offices as well as the individuals in charge of course data maintenance to send emails to the course participants. IMPORTANT: All sent emails must be activated. Wait for the activation email and follow the instructions given there.; If the reference number is used for several courses in the course of the semester, use the following alternative address to reach the participants of exactly this: VST_1015800@ekvv.uni-bielefeld.de
Coverage:: No students to be reached via email
Notes:: Additional notes on the electronic mailing lists

Type(s) / SWS (hours per week per semester): lecture (V) / 2+1
Department: Faculty of Business Administration and Economics
Questions or corrections?: Questions or correction requests for this course?
Planning support: Clashing dates for this course
Links to this course: If you want to set links to this course page, please use one of the following links. Do not use the link shown in your browser!; The following link includes the course ID and is always unique:; https://ekvv.uni-bielefeld.de/kvv_publ/publ/vd?id=1015800
Send page to mobile: Click to open QR code
Scan QR code:
ECTS points: 5; (Also refer to the credit information in connection with the subject assignments)
ID: 1015800