This
course addresses all students in business and economics. The topics
involved use methodologies from the fields "Statistics", "Econometrics",
and "Empirical Economics".There
is a class to work on exercises and to consolidate the material. The class
teacher is Verena Monschang.The
main objective of the course is to make students familiar with essential
econometric techniques used in the analysis of international financial
markets (financial economics). The course aims at demonstrating
of how to apply econometric techniques sensibly to real-world data sets.Prerequisite
of “Financial Econometrics” are the courses “Advanced Statistics” and
“Econometrics”. Knowledge in "Time Series Analysis" may also be
advantageous. The slides of my previous lectures on these modules are
downloadable from this web-site (see below).
All
aspects treated in the course “Financial Econometrics” as well as in the class are
relevant to the exam at the end of the term.The
course language is English. Slides are available only in English. 
