Economics - M - Econometrics of Financial Markets


General information

Course name Econometrics of Financial Markets
Course type Lecture
Course code 43145
Course coordinator Prof. Dr. Markus Haas
Faculty Faculty of Business, Economics and Social Sciences
Examination office
Short summary This course offers the possibility for the students to become familiar with special econometric techniques required to work with financial market data. Students will get familiar with stylized facts of financial market data and shall learn how to take the latter into account within the framework of dynamic modelling.  

Information about study level

Study level Master Quantitative Economics
Also possible for Master Quantitative Finance, Master Economics

Information about credit points, evaluation and frequency

Evaluation Written exam
Frequency Summer term

Information about teaching language

Teaching language English
Minimum language requirement B5
Further Information on the teaching language Sound knowledge of English (B2 – C2)

Information about requirements

Recommended  requirements  

Information about course content, reading list and additional information

Course content Econometric methods for financial markets.
Reading list OLAT
Additional Information OLAT